Pages that link to "Item:Q2012644"

The following pages link to Stochastic calculus. An introduction through theory and exercises (Q2012644):

Displaying 46 items.

• Introduction to stochastics. A companion book to the lecture (Q400740) (← links)
• Brownian motion martingales and stochastic calculus (Q444329) (← links)
• Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
• Stochastic processes and calculus. An elementary introduction with applications (Q902299) (← links)
• Theory and applications of stochastic processes. An analytical approach (Q1039512) (← links)
• Elements of stochastic calculus and analysis (Q1709452) (← links)
• Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in \(\mathbb{R}^2\) (Q2021420) (← links)
• Well-posedness of renormalized solutions for a stochastic \(p\)-Laplace equation with \(L^1\)-initial data (Q2030059) (← links)
• Eigenvalues and eigenvectors of tau matrices with applications to Markov processes and economics (Q2041761) (← links)
• A nearest neighbor characterization of Lebesgue points in metric measure spaces (Q2043824) (← links)
• Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
• Renormalized solutions for stochastic \(p\)-Laplace equations with \(L^1\)-initial data: the case of multiplicative noise (Q2155723) (← links)
• Local densities for a class of degenerate diffusions (Q2179637) (← links)
• Piecewise constant martingales and lazy clocks (Q2296122) (← links)
• Large deviations for conditionally Gaussian processes: estimates of level crossing probability (Q2326521) (← links)
• On a stochastic Camassa-Holm type equation with higher order nonlinearities (Q2665525) (← links)
• An averaged space-time discretization of the stochastic \(p\)-Laplace system (Q2690326) (← links)
• Incompressible Euler equations with stochastic forcing: a geometric approach (Q2698478) (← links)
• Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
• Brownian Motion, Martingales, and Stochastic Calculus (Q2798413) (← links)
• Stochastic analysis and diffusion processes (Q2846515) (← links)
• Introduction to probability and stochastic processes with applications. (Q2889250) (← links)
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• Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715) (← links)
• Einstieg in die Stochastik (Q5001868) (← links)
• Stochastik: Eine Einführung mit Grundzügen der Maßtheorie (Q5240142) (← links)
• Introduction to stochastic calculus (Q5895036) (← links)
• Stochastic differential equations. An introduction with applications. (Q5917702) (← links)
• Convergence of a finite-volume scheme for a heat equation with a multiplicative Lipschitz noise (Q6041050) (← links)
• Novel Girsanov correction based Milstein schemes for analysis of nonlinear multi-dimensional stochastic dynamical systems (Q6048913) (← links)
• Chernoff approximations of Feller semigroups in Riemannian manifolds (Q6093819) (← links)
• Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
• A convergent finite volume scheme for the stochastic barotropic compressible Euler equations (Q6141031) (← links)
• A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution (Q6157628) (← links)
• Optimal investment, consumption and life insurance purchase with learning about return predictability (Q6193115) (← links)
• The impact of noise on Burgers equations (Q6198713) (← links)
• On the local linearization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing (Q6572992) (← links)
• The continuity equation in the Heisenberg-periodic case: a representation formula and an application to mean field games (Q6588171) (← links)
• Log-Sobolev inequalities and hypercontractivity for Ornstein-Uhlenbeck evolution operators in infinite dimension (Q6624899) (← links)
• Euler–Maruyama methods for Caputo tempered fractional stochastic differential equations (Q6625128) (← links)
• One-side Liouville theorems under an exponential growth condition for Kolmogorov operators (Q6655660) (← links)
• A non-autonomous framework for climate change and extreme weather events increase in a stochastic energy balance model (Q6663638) (← links)
• On the optimally controlled stochastic shallow lake (Q6666632) (← links)