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1	Stochastic Differential Equations more books like this by B K Ksendal, Bernt Oksendal add to wishlist This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without ... see all copies from $29.45! new only from $34.72! \| SVS
2	Numerical Solution of Stochastic Differential Equations more books like this by Peter E Kloeden add to wishlist The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. The book proposes to the reader whose background knowledge is limited to undergraduate level methods for engineering and physics, and easily accessible introductions to SDE ... see all copies from $75.76! new only from $75.76! \| SVS
3	Numerical Solution of Sde Through Computer Experiments more books like this by Peter E Kloeden, Eckhard Platen, Henri Schurz add to wishlist The book provides an easily accessible computationally oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations in their own fields. Furthermore, it creates an intuitive understanding ... see all copies from $43.00! new only from $43.00! \| first editions \| SVS
4	Stochastic Dynamics more books like this by Hans Crauel (Editor), Matthias Gundlach (Editor) add to wishlist This volume gives an account of new and recent developments in the theory of random and, in particular, stochastic dynamical systems. Its purpose is to document and, to some extent, summarise the current state of the field of random dynamical systems beyond the recent monograph, "Random Dynamical Systems" by Ludwig Arnold. The book is intended for ... see all copies from $6.91! new only from $6.91! \| first editions \| SVS
5	Exponential Stability of Stochastic Differential Equations more books like this by Mao add to wishlist This work presents a systematic study of current developments in stochastic differential delay equations driven by nonlinear integrators, detailing various exponential stabilities for stochastic differential equations and large-scale systems. It illustrates the practical use of stochastic stabilization, stochastic destabilization, stochastic flows ... see all copies from $72.31! new only from $122.06! \| first editions
6	Simulation and Inference for Stochastic Differential Equations: With R Examples more books like this by Stefano M Iacus add to wishlist This book is unique because of its focus on the practical implementation of the simulation and estimation methods presented. The book will be useful to practitioners and students with only a minimal mathematical background because of the many R programs, and to more mathematically-educated practitioners. Many of the methods presented in the book ... see all copies from $55.57! new only from $55.57! \| first editions
7	Stochastic Integration and Differential Equations more books like this by Philip Protter add to wishlist It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books ... see all copies from $62.52! new only from $62.52! \| first editions \| SVS
8	Backward Stochastic Differential Equations more books like this by Nicole El Karoui (Editor), Nicole Karoui, Laurent Mazliak (Editor) add to wishlist This book presents the texts of seminars presented during the years 1995 and 1996 at the Universit? Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on ... see all copies from $77.05! new only from $100.95! \| SVS
9	Noise-Induced Phenomena in Slow-Fast Dynamical Systems: A Sample-Paths Approach more books like this by Nils Berglund, Barbara Gentz add to wishlist Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. This book is aimed at advanced undergraduate and graduate students, and researchers in mathematics, physics, the natural sciences, and engineering. It presents a ... see all copies from $64.34! new only from $64.34! \| first editions \| SVS
10	Singular Stochastic Differential Equations more books like this by Alexander S Cherny, Hans-J]rgen Engelbert add to wishlist 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 (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and ... see all copies from $10.62! new only from $10.62! \| SVS
11 view cover	Modeling with Ito Stochastic Differential Equations more books like this by E Allen add to wishlist Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical ... see all copies from $66.51! new only from $78.00! \| first editions \| SVS
12 view cover	Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering more books like this by Rong Situ add to wishlist 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. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, ... see all copies from $93.85! new only from $93.86! \| first editions \| SVS
13 view cover	Topological Dynamics of Random Dynamical Systems more books like this by Nguyen Dinh Cong add to wishlist This book is devoted to the theory of topological dynamics of random dynamical systems. The theory of random dynamical systems is a relatively new and fast expanding field of research which attracts the attention of researchers from various fields of science. It unites and develops the classical deterministic theory of dynamical systems and ... see all copies from $39.85! new only from $95.00! \| SVS
14 view cover	Forward-Backward Stochastic Differential Equations and Their Applications more books like this by Jin Ma, Jiongmin Yong add to wishlist This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are ... see all copies from $36.69! new only from $36.69! \| first editions \| SVS
15 view cover	Stochastic Space-Time Models and Limit Theorems more books like this by P Kotelenez (Editor), L Arnold (Editor) add to wishlist see all copies from $39.44! new only from $60.00! \| SVS
16 view cover	Stochastic Differential Equations & Applications more books like this by Avner Friedman add to wishlist This text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. Originally published in 2 volumes, it combines a book of basic theory with a book of applications. Familiarity with elementary probability is the sole prerequisite. ... see all copies from $5.42! new only from $16.09! \| SVS
17 view cover	Stochastic Differential and Difference Equations more books like this by Imre Csizar, Imre Csiszar, Gy Michaletzky add to wishlist This volume contains a selection of papers presented at the Conference on Stochastic Differential and Difference Equations held in Hungary, August 1996. The papers cover a wide range of contemporary topics in stochastics with particular reference to control theory. see all copies from $1.99! new only from $3.45! \| SVS
18 view cover	Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces more books like this by Kiyosi Ito, Kiyosi Ito add to wishlist A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite ... see all copies from $45.00! new only from $47.62!
19 view cover	From Elementary Probability to Stochastic Differential Equations with Maple more books like this by Peter E Kloeden, Sasha Cyganowski, Jerzy Ombach add to wishlist The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, ... see all copies from $59.04! new only from $59.04! \| SVS
20 view cover	Stochastic Differential Equations, with Applications to Physics and Engineering more books like this by Kazimierz Sobczyk add to wishlist see all copies from $2.39! new only from $2.52! \| SVS
21 view cover	Stochastic Differential Equations: An Introduction with Applications more books like this by B K Ksendal add to wishlist This text gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications, for example, economics, biology and physics. The idea of the presentation is to start from some basic results (without ... see all copies from $21.00! new only from $165.34!
22	Stochastic integration and differential equations a new approach more books like this by Protter add to wishlist This book is quite different from others on the subject in that it presents a rapid introduction to the modern semimartingale theory of stochastic integration and differential equations, without first having to treat the beautiful but highly technical "general theory of processes". The author's new approach (based on the theorem of Bitcheler ... see all copies from $50.00! new only from $67.00! \| first editions
23 view cover	Stability of Infinite Dimensional Stochastic Differential Equations with Applications more books like this by Kai Liu, Haim Brezis, Alan Jeffrey add to wishlist Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well ... see all copies from $69.94! new only from $90.38!
24 view cover	Stochastic Flows and Stochastic Differential Equations more books like this by Hiroshi Kunita add to wishlist The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and through the former to study the properties of stochastic flows. The classical theory was initiated by K. Ito and since then has been much developed. Professor Kunita's approach here is to ... see all copies from $45.35! new only from $58.91! \| SVS
25	Stochastic Differential Equations more books like this by Joseph Bishop Keller, Society for Industrial and Applied Mathe add to wishlist see all copies from $10.00! new only from $67.09!

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