» Từ khóa: Stochastic differential equations

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Stochastic Differential Equations : An Introduction with Applications

This edition contains detailed solutions of selected exercises. Many readers have requested this, because it makes the book more suitable for self-study. At the same time new exercises (without solutions) have beed added. They have all been placed in the end of each chapter, in order to facilitate the use of this edition together with previous ones.

17 p hcmute 22/07/2020 304 1

Từ khóa: Phương trình vi phân, Stochastic differential equations.
Stochastic Differential Equations and Application : Two volumes bound as one

This book includes: Stochastic Processes, Markov Processes, Brownian Motion, The Stochastic Integral, Stochastic Differential Equations, Elliptic and Parabolic Partial Differential Equations and Their Relations to Stochastic Differential Equations,...

10 p hcmute 22/07/2020 277 1

Từ khóa: Stochastic differential equations
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 317 1

Từ khóa: Flows (Differentiable dynamical systems), Stochastic analysis, Stochastic differential equations

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