1) Anticipative Girsanov transformations and Skorohod stochastic differential equations

Author
Buckdahn, Rainer
Series
Memoirs of the American Mathematical Society volume Volume 111, Number 533
Publisher
American Mathematical Society
Pub. Date
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Language
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3) Stochastic differential equations: an introduction with applications

Author
¢ksendal, B. K
Series
Universitext
Publisher
Springer
Pub. Date
1998.
Language
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4) Simulation and inference for stochastic differential equations: with r examples

Author
Iacus, Stefano M
Series
Springer series in statistics
Publisher
Springer
Pub. Date
c2008
Language
English

5) Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

Author
Hutzenthaler, Martin
Series
Memoirs of the American Mathematical Society volume Volume 236, Number 1112
Publisher
American Mathematical Society
Pub. Date
2015.
Language
English

7) Numerical solution of stochastic differential equations

Author
Kloeden, Peter E
Series
Applications of Mathematics Stochastic Modelling and Applied Probability volume 23
Publisher
Springer-Verlag
Pub. Date
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8) The noisy oscillator: the first hundred years, from Einstein until now

Author
Gitterman, M
Publisher
World Scientific
Pub. Date
c2005
Language
English

9) Stochastic ordinary and stochastic partial differential equations: transition from microscopic to macroscopic equations

Author
Kotelenez, P
Series
Stochastic modelling and applied probability volume 58
Publisher
Springer Science+Business Media
Pub. Date
c2008
Language
English

10) Stochastic differential equations in science and engineering

Author
Henderson, Douglas
Publisher
World Scientific
Pub. Date
2006
Language
English

11) Hitting probabilities for nonlinear systems of stochastic waves

Author
Dalang, Robert C
Series
Memoirs of the American Mathematical Society volume Volume 237, Number 1120
Publisher
American Mathematical Society
Pub. Date
2015.
Language
English

12) Introduction to Hida distributions

Author
Si, Si
Publisher
World Scientific
Pub. Date
c2012
Language
English

13) Continuous-time random walks for the numerical solution of stochastic differential equations

Author
Bou-Rabee, Nawaf
Series
Memoirs of the American Mathematical Society volume Number 1228
Publisher
American Mathematical Society
Pub. Date
[2018]
Language
English

14) Stochastic differential equations: theory and applications

Series
Interdisciplinary mathematical sciences volume 2
Publisher
World Scientific
Pub. Date
2007
Language
English

16) An introduction to the geometry of stochastic flows

Author
Baudoin, Fabrice
Publisher
Imperial College Press
Pub. Date
c2004
Language
English

17) Optimal control of stochastic difference Volterra equations: an introduction

Author
Shaikhet, Leonid
Series
Studies in systems decision and control volume 17
Publisher
Springer
Pub. Date
[2015]
Language
English

18) Advanced financial modelling

Series
Radon series on computational and applied mathematics volume 8
Publisher
Walter de Gruyter
Pub. Date
c2009
Language
English