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Stochastic flows and jump-diffusions (Probability theory and stochastic modelling ; volume 92)

Stochastic flows and jump-diffusions (Probability theory and stochastic modelling ; volume 92)
Paper図書
Hiroshi Kunita.Springer[2019]<MA211-B189>
National Diet LibraryOther Libraries in Japan
  • Summary, etc....eatment of (1) stochastic differential equations and (2) diffu......t solutions of stochastic differential equations define stochastic flows of d...
  • Contents...stic Integrals Stochastic Differential Equations and Stochastic Flows Diffusi...
  • Subject HeadingStochastic differential equations.

Fractional stochastic differential equations : applications to Covid-19 modeling (Industrial and applied mathematics)

Fractional stochastic differential equations : applications to Covid-19 modeling (Industrial and applied mathematics)
Paper図書
Abdon Atangana, Seda İgret ArazSpringer[2022]<MA211-D39>
National Diet LibraryOther Libraries in Japan
  • Summary, etc....rs. Fractional stochastic differential equations are therefore used to model ...
  • Subject HeadingStochastic differential equations Fractional di......ial equations. Stochastic differential equations.

Beyond the triangle : Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations

Beyond the triangle : Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations
Paper図書
Sabir Umarov, Marjorie Hahn, Kei Kobayashi.World Scientific[2018]<MA211-B183>
National Diet LibraryOther Libraries in Japan
  • Subject HeadingBrownian motion processes. Fokker-Planck equation. Stochastic differential equations.

Stochastic differential equations and applications Second edition.

Stochastic differential equations and applications Second edition.
Paper図書
Xuerong Mao.Woodhead Publishing2011.<MA211-B135>
National Diet Library
  • Subject HeadingStochastic differential equations.
  • Note (General)...d under title: Stochastic differential equations and their applications. 1997...

ラフパス理論と確率解析 (岩波数学叢書)

ラフパス理論と確率解析 (岩波数学叢書)
Paper図書
稲濱譲 著岩波書店2022.8<MA211-M319>
National Diet LibraryOther Libraries in Japan
  • Authority（Subject Heading/altLabel）Stochastic differential equations

Stochastic systems : uncertainty, quantification, and propagation (Springer series in reliability engineering)

Stochastic systems : uncertainty, quantification, and propagation (Springer series in reliability engineering)
Paper図書
Mircea Grigoriu.Springer[2012]<MA211-B140>
National Diet Library
  • Subject HeadingStochastic differential equations. Stochastic processes.

Lyapunov functionals and stability of stochastic difference equations

Lyapunov functionals and stability of stochastic difference equations
Paper図書
Leonid Shaikhet.Springerc2011.<MA211-B110>
National Diet LibraryOther Libraries in Japan
  • Subject HeadingStochastic differential equations. Lyapunov functions.

計算と例題で「なるほど」と分かる確率微分方程式

計算と例題で「なるほど」と分かる確率微分方程式
Paper図書
成田清正 著共立出版2020.4<MA211-M132>
National Diet LibraryOther Libraries in Japan
  • Authority（Subject Heading/altLabel）Stochastic differential equations
  • Alternative TitleA Comprehensible Guide to Stochastic Differential Equations with Calculations and Exampl...
  • Alternative TitleA Comprehensible Guide to Stochastic Differential Equations with Calculations and Exampl...

A concise course on stochastic partial differential equations / Claudia Prévôt, Michael Röckner. (Lecture notes in mathematics ; 1905)

A concise course on stochastic partial differential equations / Claudia Prévôt, Michael Röckner. (Lecture notes in mathematics ; 1905)
Paper図書
Springerc2007.<MA211-B54>
National Diet Library
  • Subject HeadingStochastic differential equations.

A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors, Davar Khoshnevisan, Firas Rassoul-Agha. (Lecture notes in mathematics ; 1962)

A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors, Davar Khoshnevisan, Firas Rassoul-Agha. (Lecture notes in mathematics ; 1962)
Paper図書
Springerc2009.<MA211-B74>
National Diet Library
  • Subject HeadingStochastic partial differential equations. Stochastic differential equations.

Parameter estimation in stochastic differential equations / Jaya P.N. Bishwal. (Lecture notes in mathematics ; 1923)

Parameter estimation in stochastic differential equations / Jaya P.N. Bishwal. (Lecture notes in mathematics ; 1923)
Paper図書
Springerc2008.<MA211-B59>
National Diet Library
  • Subject HeadingParameter estimation. Stochastic differential equations.

Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto. (Encyclopedia of mathematics and its applications ; [131])

Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto. (Encyclopedia of mathematics and its applications ; [131])
Paper図書
Cambridge University Press2010.<MA216-B45>
National Diet LibraryOther Libraries in Japan
  • Summary, etc.... the theory of stochastic differential equations, variational problems, probl...
  • Contents...astic calculus Stochastic differential equations: weak formulation Dynamic pr...
  • Subject Heading...al statistics) Stochastic differential equations.

確率偏微分方程式 (岩波数学叢書)

確率偏微分方程式 (岩波数学叢書)
Paper図書
舟木直久, 乙部厳己, 謝賓 著岩波書店2019.3<MA211-M28>
National Diet LibraryOther Libraries in Japan
  • Authority（Subject Heading/altLabel）Stochastic differential equations Differential equations, Part...

確率微分方程式 (ちくま学芸文庫 ; ワ17-1. [Math & Science])

確率微分方程式 (ちくま学芸文庫 ; ワ17-1. [Math & Science])
PaperDigital図書
渡辺信三 著筑摩書房2018.9<MA211-L503>
National Diet LibraryOther Libraries in Japan
  • Author introduction...96年日本学士院賞受賞。著書にStochastic Differential Equations and Diffusion Processes（池田信行...
  • Authority（Subject Heading/altLabel）Stochastic differential equations

確率微分方程式とその応用

確率微分方程式とその応用
Paper図書
兼清泰明 著森北出版2017.8<MA211-L388>
National Diet LibraryOther Libraries in Japan
  • Authority（Subject Heading/altLabel）Stochastic differential equations

Стохастические дифференциальные уравнения и их применение

Стохастические дифференциальные уравнения и их применение
Paper図書
А.К. Розов.Изд-во "Политехника"2005.<MA211-B113>
National Diet Library
  • Subject HeadingStochastic differential equations.

Singular stochastic differential equations / Alexander S. Cherny, Hans-Jürgen Engelbert. (Lecture notes in mathematics ; 1858)

Singular stochastic differential equations / Alexander S. Cherny, Hans-Jürgen Engelbert. (Lecture notes in mathematics ; 1858)
Paper図書
Springerc2005.<MA211-B26>
National Diet Library
  • Subject HeadingStochastic differential equations.

共立講座数学の輝き 7

共立講座数学の輝き 7
Paper図書
新井仁之, 小林俊行, 斎藤毅, 吉田朋広 編共立出版2016.9<MA21-L349>
National Diet LibraryOther Libraries in Japan
  • Authority（Subject Heading/altLabel）Stochastic differential equations

確率解析への誘い : 確率微分方程式の基礎と応用

確率解析への誘い : 確率微分方程式の基礎と応用
Paper図書
成田清正 著共立出版2016.9<MA211-L307>
National Diet LibraryOther Libraries in Japan
  • Authority（Subject Heading/altLabel）Stochastic differential equations

確率微分方程式入門 : 数理ファイナンスへの応用 (数学のかんどころ ; 26)

確率微分方程式入門 : 数理ファイナンスへの応用 (数学のかんどころ ; 26)
Paper図書
石村直之 著共立出版2014.6<MA211-L124>
National Diet LibraryOther Libraries in Japan
  • Authority（Subject Heading/altLabel）Stochastic differential equations
  • Alternative TitleIntroduction to Stochastic Differential Equations
  • Alternative TitleIntroduction to Stochastic Differential Equations
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