An Introduction to Stochastic Differential Equations with Reflection

Author	: Andrey Pilipenko
Publisher	: Universitätsverlag Potsdam
Total Pages	: 90
Release	: 2014
ISBN-10	: 9783869562971
ISBN-13	: 3869562978
Rating	: 4/5 (71 Downloads)

DOWNLOAD EBOOK

Book Synopsis An Introduction to Stochastic Differential Equations with Reflection by : Andrey Pilipenko

Download or read book An Introduction to Stochastic Differential Equations with Reflection written by Andrey Pilipenko and published by Universitätsverlag Potsdam. This book was released on 2014 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Introduction to Stochastic Differential Equations with Reflection Related Books

Language: en
Pages: 90

An Introduction to Stochastic Differential Equations with Reflection

Authors: Andrey Pilipenko

Categories:

Type: BOOK - Published: 2014 - Publisher: Universitätsverlag Potsdam

DOWNLOAD EBOOK

Language: en
Pages: 236

Backward Stochastic Differential Equations

Authors: N El Karoui

Categories: Mathematics

Type: BOOK - Published: 1997-01-17 - Publisher: CRC Press

DOWNLOAD EBOOK

This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on th

Language: en
Pages: 376

Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems

Authors: Xi-Ren Cao

Categories: Technology & Engineering

Type: BOOK - Published: 2020-05-13 - Publisher: Springer Nature

DOWNLOAD EBOOK

This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitive

Language: en
Pages: 345

Stochastic Processes and Applications

Authors: Grigorios A. Pavliotis

Categories: Mathematics

Type: BOOK - Published: 2014-11-19 - Publisher: Springer

DOWNLOAD EBOOK

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci

Language: en
Pages: 161

An Introduction to Stochastic Differential Equations

Authors: Lawrence C. Evans

Categories: Mathematics

Type: BOOK - Published: 2012-12-11 - Publisher: American Mathematical Soc.

DOWNLOAD EBOOK

These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for model