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Stochastic differential equations and applications
2008This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and ...
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The Brownian Movement and Stochastic Equations
The Annals of Mathematics, 1942Not ...
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Stochastic Equations and Stochastic Methods in Partial Differential Equations
2006In the first part of the paper, basic notions of stochastic analysis and probability theory are recalled, including the concept of stochastic integration, and some basic results of the theory of partial differential equations are reviewed. The second part of the paper is a review of applications of stochastic analysis techniques in deterministic PDE ...
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The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
SIAM Journal of Scientific Computing, 2002Dongbin Xiu, George Em Karniadakis
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Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
SIAM Journal on Control and Optimization, 1999Shige Peng, Zhen Wu
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A Systematic Method to Model Power Systems as Stochastic Differential Algebraic Equations
IEEE Transactions on Power Systems, 2013Federico Milano +1 more
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Fuzzy and Set-Valued Stochastic Differential Equations With Local Lipschitz Condition
IEEE Transactions on Fuzzy Systems, 2015Marek T Malinowski
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Backward equations, stochastic control and zero-sum stochastic differential games
Stochastic and Stochastics Reports, 1995S Hamadène
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On stochastic differential equations
Memoirs of the American Mathematical Society, 1951openaire +1 more source