Stochastic differential equations.
Overview
| Works: | 31 works in 21 publications in 21 languages | |
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Titles
Introduction to stochastic differential equations with applications to modelling in biology and finance
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Theory of Stochastic Differential Equations with Jumps and Applications = Mathematical and Analytical Techniques with Applications to Engineering /
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Foundations of stochastic differential equations in infinite dimensional spaces /
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Stochastic Ordinary and Stochastic Partial Differential Equations = Transition from Microscopic to Macroscopic Equations /
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Nonlinear Fokker-Planck Equations = Fundamentals and Applications /
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Lyapunov functionals and stability of stochastic difference equations
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Inference for diffusion processes = with applications in life sciences /
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Lyapunov functionals and stability of stochastic functional differential equations
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Non-Fickian solute transport in porous media = a mechanistic and stochastic theory /
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Backward stochastic differential equations with jumps and their actuarial and financial applications = BSDEs with jumps /
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Financial modeling = a backward stochastic differential equations perspective /
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Simulation and inference for stochastic differential equations = with r examples /
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Stochastic equations = theory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics.. Volume 1,. Basic concepts, exact results, and asymptotic approximations /
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Stochastic equations = theory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics.. Volume 2,. Coherent phenomena in stochastic dynamic systems /
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Yosida approximations of stochastic differential equations in infinite dimensions and applications
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Stochastic differential equations = an introduction with applications in population dynamics modeling /
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Backward stochastic differential equations = from linear to fully nonlinear theory /
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Equations involving malliavin calculus operators = applications and numerical approximation /
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Dynamic Markov bridges and market microstructure = theory and applications /
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Beyond the triangle = Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /
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