# On Stochastic Differential Equations

**Author:** Kiyosi Itō

**Publisher:** American Mathematical Soc.

**Total Pages:** 51

**Release:** 1951

**ISBN-10:** 9780821812044

**ISBN-13:** 0821812041

**Book Synopsis On Stochastic Differential Equations by : Kiyosi Itō**

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# On Stochastic Differential Equations

**Book Synopsis On Stochastic Differential Equations by : Kiyosi Itō**
# Stochastic Differential and Difference Equations

**Book Synopsis Stochastic Differential and Difference Equations by : Imre Csiszár**
# Stochastic Differential Equations and Diffusion Processes

**Book Synopsis Stochastic Differential Equations and Diffusion Processes by : N. Ikeda**
# Stochastic Differential Equations with Markovian Switching

**Book Synopsis Stochastic Differential Equations with Markovian Switching by : Xuerong Mao**
# Stochastic Differential Equations

**Book Synopsis Stochastic Differential Equations by : Peter H. Baxendale**
# Stochastic Differential Equations

**Book Synopsis Stochastic Differential Equations by : N. Y.) Symposium in Applied Mathematics (1972 New York**
# Stochastic Differential Equations and Applications

**Book Synopsis Stochastic Differential Equations and Applications by : Avner Friedman**
# Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations

**Book Synopsis Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations by : S. S. Artemiev**
# Theory of Stochastic Differential Equations with Jumps and Applications

**Book Synopsis Theory of Stochastic Differential Equations with Jumps and Applications by : Rong SITU**
# Numerical Solution of Stochastic Differential Equations

**Book Synopsis Numerical Solution of Stochastic Differential Equations by : Peter E. Kloeden**

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Download or Read eBook On Stochastic Differential Equations PDF written by Kiyosi Itō and published by American Mathematical Soc.. This book was released on 1951 with total page 51 pages. Available in PDF, EPUB and Kindle.

**Author:** Kiyosi Itō

**Publisher:** American Mathematical Soc.

**Total Pages:** 51

**Release:** 1951

**ISBN-10:** 9780821812044

**ISBN-13:** 0821812041

Download or Read eBook Stochastic Differential and Difference Equations PDF written by Imre Csiszár and published by Springer Science & Business Media. This book was released on 1997 with total page 384 pages. Available in PDF, EPUB and Kindle.

**Author:** Imre Csiszár

**Publisher:** Springer Science & Business Media

**Total Pages:** 384

**Release:** 1997

**ISBN-10:** 0817639713

**ISBN-13:** 9780817639716

Periodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE'S whose Densities Evolve in a Finite-Dimensional Family.- Composition of Skeletons and Support Theorems.- Invariant Measure for a Wave Equation on a Riemannian Manifold.- Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems.- Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation Masatoshi Fukushima.- Rate of Convergence of Moments of Spall's SPSA Method.- General Setting for Stochastic Processes Associated with Quantum Fields.- On a Class of Semilinear Stochastic Partial Differential Equations.- Parallel Numerical Solution of a Class of Volterra Integro-Differential Equations.- On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations.- On Stationarity of Additive Bilinear State-space Representation of Time Series.- On Convergence of Approximations of Ito-Volterra Equations.- Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis.- Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties.- Optimal Damping of Forced Oscillations Discrete-time Systems by Output Feedback.- Forecast of Lévy's Brownian Motion as the Observation Domain Undergoes Deformation.- A Maximal Inequality for the Skorohod Integral.- On the Kinematics of Stochastic Mechanics.- Stochastic Equations in Formal Mappings.- On Fisher's Information Matrix of an ARMA Process.- Statistical Analysis of Nonlinear and NonGaussian Time Series.- Bilinear Stochastic Systems with Long Range Dependence in Continuous Time.- On Support Theorems for Stochastic Nonlinear Partial Differential Equations.- Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control.- Invariant Measures for Diffusion Processes in Conuclear Spaces.- Degree Theory on Wiener Space and an Application to a Class of SPDEs.- On the Interacting Measure-Valued Branching Processes.

Download or Read eBook Stochastic Differential Equations and Diffusion Processes PDF written by N. Ikeda and published by Elsevier. This book was released on 2014-06-28 with total page 572 pages. Available in PDF, EPUB and Kindle.

**Author:** N. Ikeda

**Publisher:** Elsevier

**Total Pages:** 572

**Release:** 2014-06-28

**ISBN-10:** 9781483296159

**ISBN-13:** 1483296156

Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis. A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sections discussing complex (conformal) martingales and Kahler diffusions have been added.

Download or Read eBook Stochastic Differential Equations with Markovian Switching PDF written by Xuerong Mao and published by Imperial College Press. This book was released on 2006 with total page 430 pages. Available in PDF, EPUB and Kindle.

**Author:** Xuerong Mao

**Publisher:** Imperial College Press

**Total Pages:** 430

**Release:** 2006

**ISBN-10:** 9781860947018

**ISBN-13:** 1860947018

This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.

Download or Read eBook Stochastic Differential Equations PDF written by Peter H. Baxendale and published by World Scientific. This book was released on 2007 with total page 416 pages. Available in PDF, EPUB and Kindle.

**Author:** Peter H. Baxendale

**Publisher:** World Scientific

**Total Pages:** 416

**Release:** 2007

**ISBN-10:** 9789812706621

**ISBN-13:** 9812706623

The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.

Download or Read eBook Stochastic Differential Equations PDF written by N. Y.) Symposium in Applied Mathematics (1972 New York and published by American Mathematical Soc.. This book was released on 1973 with total page 220 pages. Available in PDF, EPUB and Kindle.

**Author:** N. Y.) Symposium in Applied Mathematics (1972 New York

**Publisher:** American Mathematical Soc.

**Total Pages:** 220

**Release:** 1973

**ISBN-10:** 0821813250

**ISBN-13:** 9780821813256

Download or Read eBook Stochastic Differential Equations and Applications PDF written by Avner Friedman and published by Academic Press. This book was released on 2014-06-20 with total page 248 pages. Available in PDF, EPUB and Kindle.

**Author:** Avner Friedman

**Publisher:** Academic Press

**Total Pages:** 248

**Release:** 2014-06-20

**ISBN-10:** 9781483217871

**ISBN-13:** 1483217876

Stochastic Differential Equations and Applications, Volume 1 covers the development of the basic theory of stochastic differential equation systems. This volume is divided into nine chapters. Chapters 1 to 5 deal with the basic theory of stochastic differential equations, including discussions of the Markov processes, Brownian motion, and the stochastic integral. Chapter 6 examines the connections between solutions of partial differential equations and stochastic differential equations, while Chapter 7 describes the Girsanov’s formula that is useful in the stochastic control theory. Chapters 8 and 9 evaluate the behavior of sample paths of the solution of a stochastic differential system, as time increases to infinity. This book is intended primarily for undergraduate and graduate mathematics students.

Download or Read eBook Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations PDF written by S. S. Artemiev and published by Walter de Gruyter. This book was released on 1997-01-01 with total page 184 pages. Available in PDF, EPUB and Kindle.

**Author:** S. S. Artemiev

**Publisher:** Walter de Gruyter

**Total Pages:** 184

**Release:** 1997-01-01

**ISBN-10:** 9783110944662

**ISBN-13:** 3110944669

Download or Read eBook Theory of Stochastic Differential Equations with Jumps and Applications PDF written by Rong SITU and published by Springer Science & Business Media. This book was released on 2006-05-06 with total page 444 pages. Available in PDF, EPUB and Kindle.

**Author:** Rong SITU

**Publisher:** Springer Science & Business Media

**Total Pages:** 444

**Release:** 2006-05-06

**ISBN-10:** 9780387251752

**ISBN-13:** 0387251758

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, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.

Download or Read eBook Numerical Solution of Stochastic Differential Equations PDF written by Peter E. Kloeden and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 636 pages. Available in PDF, EPUB and Kindle.

**Author:** Peter E. Kloeden

**Publisher:** Springer Science & Business Media

**Total Pages:** 636

**Release:** 2013-04-17

**ISBN-10:** 9783662126165

**ISBN-13:** 3662126168

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP