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Поиск книг, содержащих: Stratonovich integral
| Книга | Страницы для поиска | | Oksendal B. — Stochastic differential equations : an introduction with applications | 24, 35—37, 39, 40 | | Blei R. — Analysis in Integer and Fractional Dimensions | 407, 416 | | Hunt P.J., Kennedy J. — Financial Derivatives in Theory and Practice | 145 | | Protter P.E. — Stochastic Integration and Differential Equations | see Fisktratonovich, integral | | Mishura Y.S. — Stochastic Calculus for Fractional Brownian Motion and Related Processes | 146 | | Oksendal B. — Stochastic Differential Equations: An Introduction With Applications | 24, 35—37, 39, 40 | | Malliaris A.G., Brock W.A. — Stochastic methods in economics and finance | 130, 134 | | Karlin S., Taylor H.E. — A Second Course in Stochastic Processes | 346—347, 351, 353—354, 356—358, 390—391 | | Shreve S.E. — Stochastic Calculus for Finance 2 | 136, 190 | | Kannan D. (ed.), Lakshmikantham V. (ed.) — Handbook of stochastic analysis and applications | 82 | | Gardiner C.W., Zoller P. — Quantum Noise: A Handbook of Markovian and Non-Markovian Quantum Stochastic Methods with Applications to Quantum Optics | 17 | | Aslrom K.J. — Introduction to Stochastic Control Theory | 60, 62 | | Grimmett G., Stirzaker D. — Probability and Random Processes | 538 | | Rebonato R. — Interest-rate option models : understanding, analysing and using models for exotic interest-rate options | 217 | | Gardiner C.W. — Quantum Noise | 17 | | Holden H., Oksendal B. — STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS | 4 | | Socha L. — Linearization Methods for Stochastic Dynamic Systems | 38 | | Rößler A. — Numerical Methods for Stochastic Differential Equations | (see Fisk-Stratonovich integral) | | Kloeden P/, Platen E., Schurz H. — Numerical solution of SDE through computer experiments | 67 | | Epps T. — Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope | 190 |
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