Backward stochastic differential equations

by Nicole El Karoui, Laurent Mazliak

The theory of backward stochastic differential equations (BSDE's) has been considered with great interest in the last fi...

Stochastic Differential Equations

by Bernt Oksendal

If we allow for some randomness in some of the coefficients of a differential equation we often obtain a more realistic ...

Applied Stochastic Differential Equations

by Simo Särkkä, Arno Solin

Introduction to stochastic differential equations

by T. C. Gard

Stochastic differential equations

by B. K. Øksendal

Stochastic Differential Equations

by Bernt Øksendal

Stochastic differential equations on manifolds

by K. D. Elworthy

Stochastic differential equations and diffusion processes

by Nobuyuki Ikeda

Stochastic Differential Equations and Applications

by Avner Friedman, Z. W. Birnbaum

Numerical solution of stochastic differential equations

by Peter E. Kloeden

Fractional Stochastic Differential Equations

by Abdon Atangana, Seda İgret Araz

Statistical methods for stochastic differential equations

by Mathieu Kessler, Alexander Lindner

Stochastic differential equations

by Bernt Oksendal

Stochastic differential equations

by Bernt Øksendal

Stochastic Differential Equations

by Michael J. Panik

Stochastic differential equations

by Kazimierz Sobczyk

Singular stochastic differential equations

by Alexander S. Cherny, Hans-Jürgen Engelbert

In this chapter, we consider general multidimensional SDEs of the form (1.1) given below.

Stochastic differential equations in science and engineering

by Douglas Henderson

Backward Stochastic Differential Equations

by Jianfeng Zhang

Stochastic Differential Equations

by Jaures Cecconi