» Từ khóa: stochastic analysis

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Handbook of Stochastic Analysis and Applications : Textbook and Monogaphys

Offers an introduction to general theories of stochastic processes and modern martingale theory. This title focuses on consistency, stability and contractivity under geometric invariance in numerical analysis. It discusses problems related to implementation, simulation, variable step size algorithms, and random number generation

15 p hcmute 03/08/2020 243 1

Từ khóa: Stochastic analysis
Stochastic flows and stochastic differential equations

The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations.

7 p hcmute 22/07/2020 318 1

Từ khóa: Flows (Differentiable dynamical systems), Stochastic analysis, Stochastic differential equations
Recent developments in stochastic analysis and related topics: Proceedings of the First Sino-German Conference on Stochastic Analysis (A satellite conference of ICM 2002) , Beijing, China, 29 August - 3 September 2002

This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as...

12 p hcmute 21/07/2020 259 1

Từ khóa: Stochastic analysis, Xác suất. I. Albeverio, Sergio. II. Ma, Zhi-Ming. III. Röckner, Michael
Handbook of Stochastic Analysis and Applications : Textbook and Monogaphys

Offers an introduction to general theories of stochastic processes and modern martingale theory. This title focuses on consistency, stability and contractive under geometric invariance in numerical analysis. It discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

15 p hcmute 21/07/2020 239 1

Từ khóa: Stochastic analysis. I. Kannan, D. II. Lakshmikantham, V

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