Introduction to stochastic analysis. Integrals and differential equations
Black-Scholes formulanumerical solutionstochastic differential equationsstochastic financial modelstochastic integrals
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Brownian motion (60J65) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91Gxx)
- An introduction to stochastic differential equations
- Introduction to stochastic differential equations with applications to modelling in biology and finance
- Introduction to stochastic integration.
- scientific article; zbMATH DE number 1269547
- Stochastic differential equations. An introduction with applications.
- Theory and applications of stochastic processes. An analytical approach
- Finite-time blow-up of a non-local stochastic parabolic problem
- Verhulst versus CIR
- Optimal pairs trading strategies: a stochastic mean-variance approach
- An analytical introduction to stochastic differential equations. I: The Langevin equation
- A fluid introduction to Brownian motion and stochastic integration
- An introduction to stochastic differential equations
- scientific article; zbMATH DE number 3846591 (Why is no real title available?)
- scientific article; zbMATH DE number 3859519 (Why is no real title available?)
- scientific article; zbMATH DE number 3866307 (Why is no real title available?)
- scientific article; zbMATH DE number 6521869 (Why is no real title available?)
- scientific article; zbMATH DE number 5554638 (Why is no real title available?)
- scientific article; zbMATH DE number 4022294 (Why is no real title available?)
- scientific article; zbMATH DE number 45955 (Why is no real title available?)
- scientific article; zbMATH DE number 1483980 (Why is no real title available?)
- Introduction to stochastic differential equations with applications to modelling in biology and finance
- Diffusion processes, jump processes, and stochastic differential equations
- A logistic-harvest model with Allee effect under multiplicative noise
- Mean exit time and escape probability for the stochastic logistic growth model with multiplicative -stable Lévy noise
- Introduction to stochastic calculus and to the resolution of PDEs using Monte Carlo simulations
- scientific article; zbMATH DE number 2222544 (Why is no real title available?)
- Stochastic differential equations. An introduction with applications.
- Impacts of noise on quenching of some models arising in MEMS technology
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