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filteringItô integralsmultiple stochastic integralsoptimal stochastic controlparameter estimationstabilitystochastic differential equationsstochastic dynamical systemsstochastic Itô-Taylor expansiontextbook
Generation, random and stochastic difference and differential equations (37H10) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical solutions to stochastic differential and integral equations (65C30)
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