Filter

Stochastic Integrals

76 books found

Lévy processes and stochastic calculus
Lévy processes and stochastic calculus

by David Applebaum

2004 11 ed.
Stochastic equations in infinite dimensions
Stochastic equations in infinite dimensions

by Giuseppe Da Prato, Guiseppe Da Prato

1992 9 ed.
Introduction To Stochastic Integration
Introduction To Stochastic Integration

by Ruth J. Williams

2011 5 ed.
Stochastic Integration with Jumps
Stochastic Integration with Jumps

by Klaus Bichteler

2002 5 ed.
Stochastic integration and differential equations
Stochastic integration and differential equations

by Philip E. Protter

1990 4 ed.
Stochastic Equations for Complex Systems
Stochastic Equations for Complex Systems

by Stefan Heinz, Hakima Bessaih

2015 3 ed.
Nonlinear filtering and smoothing
Nonlinear filtering and smoothing

by Venkatarama Krishnan

1984 3 ed.
Network interdiction and stochastic integer programming
Network interdiction and stochastic integer programming

by David L. Woodruff

2003 3 ed.
Backward Stochastic Differential Equations
Backward Stochastic Differential Equations

by Jianfeng Zhang

2017 3 ed.
Path Integrals for Stochastic Processes
Path Integrals for Stochastic Processes

by Horacio Sergio Wio

2013 3 ed.
Stochastic Integration in Banach Spaces
Stochastic Integration in Banach Spaces

by Vidyadhar Mandrekar, Barbara Rüdiger

2014 3 ed.
Stochastic integration theory
Stochastic integration theory

by Peter Medvegyev

2007 2 ed.
Nonlinear filtering and smoothing
Nonlinear filtering and smoothing

by Venkatarama Krishnan

1984 2 ed.
Stochastic Integrals
Stochastic Integrals

by D. Williams

1981 2 ed.
Reelle und Vektorwertige Quasimartingale und die Theorie der Stochastischen Integration
Reelle und Vektorwertige Quasimartingale und die Theorie der...

by Michel Métivier

1977 2 ed.
Nonlinear Expectations and Stochastic Calculus under Uncertainty
Nonlinear Expectations and Stochastic Calculus under Uncerta...

by Shige Peng

2019 2 ed.
Martingales and Stochastic Integrals
Martingales and Stochastic Integrals

by P. E. Kopp

2008 2 ed.
Calcul stochastique et problèmes de martingales
Calcul stochastique et problèmes de martingales

by Jean Jacod

1979 2 ed.
Introduction to stochastic integration
Introduction to stochastic integration

by Kai Lai Chung

1983 2 ed.
Stochastic integration
Stochastic integration

by Michel Metivier

1980 2 ed.