Results 291 to 300 of about 579,758 (339)

Stochastic integration and differential equations

, 1990
P. Protter
semanticscholar   +1 more source

Backward Stochastic Differential Equations in Finance

, 1997
N. Karoui, S. Peng, M. Quenez
semanticscholar   +1 more source

Stochastic Differential Equations

2017
In this chapter we establish the well-posedness and a priori estimates for SDEs. Weak solutions of SDEs will also be studied briefly.
openaire   +1 more source

Stochastic differential equations and diffusion processes

, 1981
池田 信行, 渡辺 信三
semanticscholar   +1 more source

Stochastic Stability of Differential Equations

, 1980
R. Khasminskii
semanticscholar   +1 more source

Stochastic Differential Equations and Applications

, 1998
X. Mao
semanticscholar   +1 more source

Stochastic differential equations and diffusion processes: Nobuyuki Ikeda and Shinzo Watanabe North-Holland, Amsterdam, 1981, xiv + 464 pages, Dfl.175.00

, 1982
L. Rogers
semanticscholar   +1 more source

Stochastic Differential Equations

2009
The chapter begins with Section 4.1 in which motivational examples of random walks and stochastic phenomena in nature are presented. In Section 4.2 the concept of random processes is introduced in a more precise way. In Section 4.3 the concept of a Gaussian and Markov random process is developed. In Section 4.4 the important special case of white noise
openaire   +1 more source

Stochastic Differential Equations With Markovian Switching

, 2006
X. Mao, C. Yuan
semanticscholar   +1 more source

Colloidal Self-Assembly Approaches to Smart Nanostructured Materials

Chemical Reviews, 2022
Zhiwei Li Li, Yadong Yin
exaly