Stochastic differential equations

Probability Theory II - Stochastic Calculus

2024 · ENGLISH · PDF

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Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

2024 · ENGLISH · PDF

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Continuous Parameter Markov Processes and Stochastic Differential Equations

2023 · ENGLISH · PDF

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A Course of Stochastic Analysis

2023 · ENGLISH · PDF

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Diffusion Processes, Jump Processes, and Stochastic Differential Equations

2022 · ENGLISH · PDF

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Stochastic Numerics for Mathematical Physics

2021 · ENGLISH · PDF

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An Introduction to Continuous-Time Stochastic Processes

2021 · ENGLISH · PDF

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Mathematical Finance

2019 · ENGLISH · PDF

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Pseudo-Regularly Varying Functions and Generalized Renewal Processes

2018 · ENGLISH · PDF

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Stochastic differential equations : an introduction with applications in population dynamics modeling

2017 · ENGLISH · PDF

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Backward stochastic differential equations : from linear to fully nonlinear theory

2017 · ENGLISH · PDF

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Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling

2017 · ENGLISH · PDF

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