Stochastic differential equations.

Numerical solution of stochastic differential equations with jumps in finance by: (Language materials, printed)

Stochastic stability of differential equations by: (Electronic resources)

Stochastic differential equations, backward SDEs, partial differential equations by: (Electronic resources)

Advanced financial modelling by: (Electronic resources)

A course on rough paths = with an introduction to regularity structures / by: (Electronic resources)

Advanced simulation-based methods for optimal stopping and control = with applications in finance / by: (Electronic resources)

Jump SDEs and the study of their densities = a self-study book / by: (Electronic resources)

A course on rough paths = with an introduction to regularity structures / by: (Electronic resources)

Smooth ergodic theory of random dynamical systems / by: (Language materials, printed)

Stochastic flows and stochastic differential equations / by: (Language materials, printed)

Random dynamical systems / by: (Language materials, printed)

Applications of Lie algebras to hyperbolic and stochastic differential equations / by: (Language materials, printed)

Stochastic analysis on manifolds / by: (Language materials, printed)

Stochastic integration and differential equations / by: (Language materials, printed)

Singular stochastic differential equations / by: (Language materials, printed)

An introduction to the geometry of stochastic flows / by: (Language materials, printed)

Topological dynamics of random dynamical systems / by: (Language materials, printed)

A concise course on stochastic partial differential equations / by: (Language materials, printed)

Singular Stochastic Differential Equations by: (Language materials, printed)

Nonlinear Fokker-Planck Equations = Fundamentals and Applications / by: (Language materials, printed)

Stochastic Ordinary and Stochastic Partial Differential Equations = Transition from Microscopic to Macroscopic Equations / by: (Language materials, printed)

Foundations of stochastic differential equations in infinite dimensional spaces by: (Language materials, printed)

Modeling with Ito stochastic differential equations / by: (Language materials, printed)

Stochastic dynamics by: (Language materials, printed)

Numerical solution of stochastic differential equations with jumps in finance / by: (Language materials, printed)

Stochastic systems = uncertainty quantification and propagation / by: (Electronic resources)

Introduction to stochastic analysis and Malliavin calculus by: (Electronic resources)

General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions by: (Electronic resources)

Stochastic differential equations : = an introduction with applications in population dynamics modeling / by: (Language materials, printed)

Backward stochastic differential equations = from linear to fully nonlinear theory / by: (Electronic resources)

Equations involving malliavin calculus operators = applications and numerical approximation / by: (Electronic resources)

Stochastic differential equations = an introduction with applications in population dynamics modeling / by: (Electronic resources)

Stochastic flows and jump-diffusions by: (Electronic resources)

Beyond the triangle = Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations / by: (Electronic resources)

Asymptotic analysis of unstable solutions of stochastic differential equations by: (Electronic resources)

Set-valued stochastic integrals and applications by: (Electronic resources)

Introduction to stochastic differential equations with applications to modelling in biology and finance / by: (Language materials, printed)

Invariant measures for stochastic nonlinear Schrodinger equations = numerical approximations and symplectic structures / by: (Electronic resources)

Introduction to stochastic differential equations with applications to modelling in biology and finance by: (Electronic resources)

Statistical field theory for neural networks by: (Electronic resources)

Symplectic integration of stochastic Hamiltonian systems by: (Electronic resources)

Kolmogorov operators and their applications by: (Electronic resources)

Stochastic differential equations for chemical transformations in white noise probability space = Wick products and computations / by: (Electronic resources)

From nonparametric regression to statistical inference for non-Ergodic diffusion processes by: (Electronic resources)

Yosida approximations of stochastic differential equations in infinite dimensions and applications by: (Electronic resources)

Analytic theory of Itô-stochastic differential equations with non-smooth coefficients by: (Electronic resources)

Trotter-Kato approximations of stochastic differential equations in infinite dimensions and applications by: (Electronic resources)

Parameter estimation in stochastic differential equations / by: (Language materials, printed)

A minicourse on stochastic partial differential equations / by: (Language materials, printed)

Stability of infinite dimensional stochastic differential equations with applications / by: (Language materials, printed)

Parameter estimation in stochastic differential equations by: (Electronic resources)

An Introduction to stochastic differential equations / by: (Language materials, printed)

Stochastic equations = theory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics.. Volume 1,. Basic concepts, exact results, and asymptotic approximations / by: (Electronic resources)

Stochastic equations = theory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics.. Volume 2,. Coherent phenomena in stochastic dynamic systems / by: (Electronic resources)

Mathematical control theory for stochastic partial differential equations by: (Electronic resources)

Stochastic numerics for mathematical physics by: (Electronic resources)

Fractional stochastic differential equations = applications to COVID-19 modeling / by: (Electronic resources)

Parameter estimation in stochastic volatility models by: (Electronic resources)