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#### Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Springer International Publishing 2014; US$ 189.00This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under... more...

#### Stochastic Differential Equations and Diffusion Processes

Elsevier Science 2014; US$ 93.95Being 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... more...

#### Stochastic Differential Equations and Applications

Elsevier Science 2014; US$ 72.95Stochastic 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... more...

#### Stochastic Differential Equations and Applications

Elsevier Science 2014; US$ 72.95Stochastic Differential Equations and Applications, Volume 2 is an eight-chapter text that focuses on the practical aspects of stochastic differential equations. This volume begins with a presentation of the auxiliary results in partial differential equations that are needed in the sequel. The succeeding chapters describe the behavior of the sample... more...

#### Stability of Infinite Dimensional Stochastic Differential Equations with Applications

CRC Press 2005; US$ 132.95Stochastic 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 established,... more...

#### The Langevin and Generalised Langevin Approach to the Dynamics of Atomic, Polymeric and Colloidal Systems

Elsevier Science 2006; US$ 143.00The Langevin and Generalised Langevin Approach To The Dynamics Of Atomic, Polymeric And Colloidal Systems is concerned with the description of aspects of the theory and use of so-called random processes to describe the properties of atomic, polymeric and colloidal systems in terms of the dynamics of the particles in the system. It provides derivations... more...

#### Forward-backward Stochastic Differential Equations and Their Applications

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 1999; US$ 67.95Presents techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation. This volume is a survey/monograph on the theory of forward-backward stochastic differential equations (FBSDEs). It is suitable for readers with basic knowledge of stochastic differential equations. more...

#### Modeling with Itô Stochastic Differential Equations

Springer Netherlands 2007; US$ 139.00Dynamical 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 system... more...

#### Stochastic Ordinary and Stochastic Partial Differential Equations

Springer New York 2007; US$ 129.00This book analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail. more...