Backward Stochastic Differential Equations

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps [Repost]

Lukasz Delong - Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps
Published: 2013-06-11 | ISBN: 1447153308 | PDF | 288 pages | 2.1 MB
Forward-Backward Stochastic Differential Equations and their Applications

Jin Ma, Jiongmin Yong, "Forward-Backward Stochastic Differential Equations and their Applications"
2007 | pages: 281 | ISBN: 3540659609 | PDF | 9,9 mb
Financial Modeling: A Backward Stochastic Differential Equations Perspective (Repost)

Stéphane Crépey, "Financial Modeling: A Backward Stochastic Differential Equations Perspective"
English | 2013 | ISBN-10: 3642371124 | 415 pages | PDF | 4,6 MB
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps

Lukasz Delong, "Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps"
English | ISBN: 1447153308 | 2013 | 286 pages | PDF | 3 MB
Financial Modeling: A Backward Stochastic Differential Equations Perspective

Stéphane Crépey, "Financial Modeling: A Backward Stochastic Differential Equations Perspective"
2013 | ISBN-10: 3642371124 | 415 pages | PDF | 4,6 MB
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

T.E. Govindan, "Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications"
English | ISBN: 3319456822 | 2016 | 428 pages | PDF | 5 MB

Theory of Stochastic Differential Equations with Jumps and Applications [Repost]  eBooks & eLearning

Posted by tanas.olesya at May 24, 2016
Theory of Stochastic Differential Equations with Jumps and Applications [Repost]

Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering by Rong SITU
English | Apr. 20, 2005 | ISBN: 0387250832 | 434 Pages | PDF | 17 MB

Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs.
Statistical Methods for Stochastic Differential Equations by Mathieu Kessler

Statistical Methods for Stochastic Differential Equations (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) by Mathieu Kessler
English | May 17, 2012 | ISBN: 1439849404 | 498 Pages | PDF | 4 MB

The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations.
Singular Stochastic Differential Equations (Lecture Notes in Mathematics) by Hans-Jürgen Engelbert

Singular Stochastic Differential Equations (Lecture Notes in Mathematics) by Hans-Jürgen Engelbert
English | Jan 12, 2005 | ISBN: 3540240071 | 131 Pages | PDF | 1 MB

The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points arise often in theory and in applications.
Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations

Leszek Gawarecki, Vidyadhar Mandrekar, "Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations"
2011 | pages: 308 | ISBN: 3642161936 | PDF | 1,6 mb