Books on the topic 'Linear Stochastic Differential Equations'
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Stochastic evolution systems: Linear theory and applications to non-linear filtering. Dordrecht: Kluwer Academic Publishers, 1990.
Find full textGesztesy, Fritz, Harald Hanche-Olsen, Espen Jakobsen, Yurii Lyubarskii, Nils Henrik Risebro, and Kristian Seip, eds. Non-Linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis. Zuerich, Switzerland: European Mathematical Society Publishing House, 2018. http://dx.doi.org/10.4171/186.
Full textRozovskii, B. L. Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering. Dordrecht: Springer Netherlands, 1990.
Find full textWu, Rangquan. Stochastic differential equations. Boston, Mass: Pitman Advanced, 1985.
Find full textservice), SpringerLink (Online, ed. Stochastic Differential Equations. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2011.
Find full textSobczyk, Kazimierz. Stochastic Differential Equations. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3712-6.
Full textCecconi, Jaures, ed. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-11079-5.
Full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-662-03620-4.
Full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-14394-6.
Full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-662-02847-6.
Full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-662-03185-8.
Full textPanik, Michael J. Stochastic Differential Equations. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2017. http://dx.doi.org/10.1002/9781119377399.
Full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-02574-1.
Full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-662-13050-6.
Full textSpectral analysis, differential equations, and mathematical physics: A festschrift in honor of Fritz Gesztesy's 60th birthday. Providence, Rhode Island: American Mathematical Society, 2013.
Find full textWolfgang, Kliemann, ed. Dynamical systems and linear algebra. Providence, Rhode Island: American Mathematical Society, 2014.
Find full textLototsky, Sergey V., and Boris L. Rozovsky. Stochastic Partial Differential Equations. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-58647-2.
Full textHolden, Helge, Bernt Øksendal, Jan Ubøe, and Tusheng Zhang. Stochastic Partial Differential Equations. New York, NY: Springer New York, 2010. http://dx.doi.org/10.1007/978-0-387-89488-1.
Full textHolden, Helge, Bernt Øksendal, Jan Ubøe, and Tusheng Zhang. Stochastic Partial Differential Equations. Boston, MA: Birkhäuser Boston, 1996. http://dx.doi.org/10.1007/978-1-4684-9215-6.
Full textCherny, Alexander S., and Hans-Jürgen Engelbert. Singular Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/b104187.
Full textZhang, Jianfeng. Backward Stochastic Differential Equations. New York, NY: Springer New York, 2017. http://dx.doi.org/10.1007/978-1-4939-7256-2.
Full textStochastic partial differential equations. Boca Raton: CRC Press, Taylor & Francis Group, 2015.
Find full textKunita, H. Stochastic flows and stochastic differential equations. Cambridge: Cambridge University Press, 1990.
Find full textKunita, Hiroshi. Stochastic flows and stochastic differential equations. Cambridge: Cambridge UniversityPress, 1990.
Find full textPardoux, Etienne, and Aurel Rӑşcanu. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05714-9.
Full textE, Penney David, and Edwards C. H. 1937-, eds. Differential equations & linear algebra. 2nd ed. Upper Saddle River, NJ: Pearson Prentice Hall, 2005.
Find full textCoddington, Earl A. Linear ordinary differential equations. Philadelphia: SIAM, 1997.
Find full textCoddington, Earl A. Linear ordinary differential equations. Philadelphia: Society for Industrial and Applied Mathematics, 1997.
Find full textPavel, Řehák, ed. Half-linear differential equations. Amsterdam: Elsevier, 2005.
Find full textEdwards, C. H. Differential equations & linear algebra. 3rd ed. Upper Saddle River, NJ: Pearson Education, 2010.
Find full textE, Penney David, ed. Differential equations & linear algebra. Upper Saddle River, N.J: Prentice Hall, 2001.
Find full textMao, Xuerong. Stochastic differential equations and applications. 2nd ed. Chichester: Horwood Pub., 2008.
Find full textBelopolskaya, Ya I. Stochastic Equations and Differential Geometry. Dordrecht: Springer Netherlands, 1990.
Find full textStochastic integration and differential equations. 2nd ed. Berlin: Springer, 2004.
Find full textservice), SpringerLink (Online, ed. Stochastic Stability of Differential Equations. 2nd ed. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2012.
Find full textL, Dalet͡skiĭ I͡U, ed. Stochastic equations and differential geometry. Dordrecht, Netherlands: Kluwer Academic Publishers, 1990.
Find full textGard, T. C. Introduction to stochastic differential equations. New York: M. Dekker, 1988.
Find full textZili, Mounir, and Darya V. Filatova, eds. Stochastic Differential Equations and Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-22368-6.
Full textKhasminskii, Rafail. Stochastic Stability of Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-23280-0.
Full textBelopolskaya, Ya I., and Yu L. Dalecky. Stochastic Equations and Differential Geometry. Dordrecht: Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-2215-0.
Full textProtter, Philip E. Stochastic Integration and Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/978-3-662-10061-5.
Full textCsiszár, Imre, and György Michaletzky. Stochastic Differential and Difference Equations. Boston, MA: Birkhäuser Boston, 1997. http://dx.doi.org/10.1007/978-1-4612-1980-4.
Full textProtter, Philip. Stochastic Integration and Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1990. http://dx.doi.org/10.1007/978-3-662-02619-9.
Full textCsiszár, Imre. Stochastic Differential and Difference Equations. Boston, MA: Birkhäuser Boston, 1997.
Find full textLanczos, Cornelius. Linear differential operators. Mineola, N.Y: Dover Publications, 1997.
Find full text1932-, Goldberg Jack L., and Potter Merle C, eds. Differential equations with linear algebra. New York: Oxford University Press, 2009.
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