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Financial Modeling - A Backward Stochastic Differential Equations Perspective
4 个回复 - 1769 次查看 Financial Modeling - A Backward Stochastic Differential Equations Perspectiveby Stéphane Crépey 2013 Edition This is a book on financial modeling that emphasizes computational aspects. I ...2014-3-15 23:46 - martinnyj - 金融学（理论版）

Backward stochastic differential equations with reflection and Dynkin games
2 个回复 - 1780 次查看【作者(必填)】 J Cvitanić, I Karatzas 【文题(必填)】 Backward stochastic differential equations with reflection and Dynkin games 【年份(必填)】 1996 【全文链接或数据库名称(选填)】Annals ...2015-8-12 14:52 - feiyufans - 求助成功区

Stochastic Differential Equations - Theory & Applications, Wiley
9 个回复 - 3172 次查看经典的随机微分方程教材，通俗易懂。2010-12-14 09:51 - mathmli - 经济金融数学专区

珍贵书籍"Modelling with Ito Stochastic Differential Equations"
5 个回复 - 1591 次查看 Modelling with Ito Stochastic Differential Equations By E. Allen Texas Tech University, USA Allen的书,对于随机分析入门,再也合适不过了!写得太好了! Contents Preface . . . . . . . . . . . . ...2012-3-23 17:34 - chjy02 - 计量经济学与统计软件

免费 Financial_Modeling_A_Backward_Stochastic_Differential_Equations_Perspectiv
7 个回复 - 1659 次查看免费分享图书2014-6-8 13:42 - shixuejun216 - 金融学（理论版）

Backward stochastic differential equations actuarial and financial applications
2 个回复 - 1456 次查看 Backward stochastic differential equations with jumps and their actuarial and financial applications 此书讲的是随机微分方程在金融学中的应用，对优化投资组合，精算方向，金融数学的人有用。 Backward st ...2014-10-10 12:38 - danhan1991 - 经济金融数学专区

Simulation and Inference for Stochastic Differential Equations With R Examples
3 个回复 - 1407 次查看 Stefano M. Iacus Simulation and Inference for Stochastic Differential Equations With R Examples2014-10-23 21:22 - li_mao - 计量经济学与统计软件

Parameter Estimation in Stochastic Differential Equations
1 个回复 - 1081 次查看 Jaya P.N. Bishwal Parameter Estimation in Stochastic Differential Equations2014-10-24 21:25 - li_mao - 经济金融数学专区

Financial Modeling A Backward Stochastic Differential Equations Perspective
3 个回复 - 1137 次查看 A good book that use martingale approach.2014-11-30 14:39 - luie1168e - 金融学（理论版）

stochastic differential equations with markovian switching
2 个回复 - 2227 次查看 2014-11-28 11:13 - toumer - 经济金融数学专区

Avner Friedman Stochastic Differential Equations and Applications Vol 2
2 个回复 - 2128 次查看 Avner Friedman Stochastic Differential Equations and Applications Vol 22015-6-4 11:06 - luie1168e - 金融学（理论版）

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Fi
1 个回复 - 1732 次查看 Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications Authors: Delong, Łukasz Backward stochastic differential equations with jumps can be used ...2015-6-7 00:28 - SleepyTom - 金融工程（数量金融）与金融衍生品

Numerical Solution of Stochastic Differential Equations
3 个回复 - 1642 次查看 Numerical Solution of Stochastic Differential Equations Authors: Kloeden, Peter E., Platen, Eckhard The numerical analysis of stochastic differential equations differs significantly from t ...2015-6-7 00:47 - SleepyTom - 金融工程（数量金融）与金融衍生品

Stochastic Differential Equations in Infinite Dimensions: with Applications to S
2 个回复 - 2128 次查看 The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is ...2015-7-21 11:36 - nelsoncwlee - 量化投资

Financial Modeling A Backward Stochastic Differential Equations Perspective
3 个回复 - 2457 次查看 Financial Modeling A Backward Stochastic Differential Equations Perspective Authors: Crépey, Stéphane Backward stochastic differential equations (BSDEs) provide a general mathematical framewo ...2015-6-7 00:31 - SleepyTom - 金融工程（数量金融）与金融衍生品

[下载]Modeling with Ito Stochastic Differential Equations
15 个回复 - 6062 次查看 书名：Modeling with Ito Stochastic Differential Equations 作者：E. Allen Texas Tech University, USA 出版社： Published by Springer, 出版日期：Published 2007 格式 ...2007-12-7 21:43 - jiefaxc - 计量经济学与统计软件

2014新书发布： Stochastic Calculus and Differential Equations for Finance
10 个回复 - 3952 次查看 Stochastic Calculus and Differential Equations for Physics and Finance [Hardcover] Joseph L. McCauley (Author) Be the first to review this item [hr] Book Description Publication ...2013-12-31 17:24 - rmatrix - 金融工程（数量金融）与金融衍生品

Simulation and Inference for Stochastic Differential Equations - With R Examples
4 个回复 - 1799 次查看 Simulation and Inference for Stochastic Differential Equations - With R Examples2016-9-1 12:34 - jinshansi - R语言论坛

Stochastic-Differential-Equations-Simulation-and-Inference_Iacus
8 个回复 - 1734 次查看 Stochastic-Differential-Equations-Simulation-and-Inference_Iacus2016-10-16 13:15 - fymmwyw1 - 金融学（理论版）

Numerical Solution of Stochastic Differential Equations with Jumps in Finance
5 个回复 - 2517 次查看 Numerical Solution of Stochastic Differential Equations with Jumps in Finance Authors: Platen, Eckhard, Bruti-Liberati, Nicola In financial and actuarial modeling and other areas of applic ...2015-6-7 00:53 - SleepyTom - 金融工程（数量金融）与金融衍生品

Backward Stochastic Differential Equations
9 个回复 - 2501 次查看 Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory By Prof. Jianfeng Zhang English | PDF | 2017 | 392 Pages | ISBN : 1493972545 | 4.72 MB This book provides a system ...2017-8-23 05:19 - nivastuli - 博弈论

An Introduction to Stochastic Differential Equations
7 个回复 - 2660 次查看 This short book provides a quick, but very readable introduction to stochastic differential equations, that is, to differential equations subject to additive "white noise" and related random disturban ...2017-6-14 17:34 - nivastuli - 金融学（理论版）

stochastic differential equations_an introduction with applications by Oksendal
6 个回复 - 2259 次查看 stochastic differential equations_an introduction with applications by Oksendal2016-9-27 06:28 - victorialucky - 金融学（理论版）

Backward Stochastic Differential Equations From Linear to Fully Nonlinear Theory
1 个回复 - 1142 次查看 Stochastic Evolution Systems Linear Theory and Applications to Non-Linear Filtering 2nd Edition Authors Boris L. Rozovsky, Division of Applied Mathematics[/backcolor]Brown University[/backcolor] ...2019-2-16 02:14 - SleepyTom - 金融工程（数量金融）与金融衍生品

Introduction to Stochastic Differential Equations with Applications to Modelling
3 个回复 - 753 次查看书名: Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance 作者: Carlos A. Braumann 出版日期: 2019 出版商: Wiley 页数: 304 语言: 英语 A c ...2019-5-13 06:16 - zhangke0987 - 投资人（实务版）

Backward Stochastic Differential Equations From Linear to Fully Nonlinear Theor
2 个回复 - 1410 次查看 Backward Stochastic Differential Equations From Linear to Fully Nonlinear Theory[/backcolor] [*]Authors [*]Jianfeng Zhang, Department of MathematicsUniversity of Southern California ISB ...2019-2-16 02:18 - SleepyTom - 金融工程（数量金融）与金融衍生品

欧洲精算研究院丛书Backward Stochastic Differential Equations with Jumps and Thei
3 个回复 - 2365 次查看 Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance.Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a ...2015-4-16 19:16 - lasgpope - Forum

Financial Modeling A Backward Stochastic Differential Equations Perspective(Crep
3 个回复 - 1379 次查看 Financial Modeling A Backward Stochastic Differential Equations Perspective(Crepey)2015-4-11 22:41 - liuyuchun-cumt - 经济金融数学专区

Singular Stochastic Differential Equations (Lecture Notes in Mathematics)
5 个回复 - 2211 次查看 The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (cal ...2015-8-20 20:32 - nelsoncwlee - 量化投资

Numerical Solution of Stochastic Differential Equations with Jumps in Finance
18 个回复 - 5312 次查看 Eckhard Platen, Nicola Bruti-Liberati - Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability) In financial and actuarial m ...2010-11-9 21:33 - terrytong - 经济金融数学专区

A Minicourse on Stochastic Partial Differential Equations
9 个回复 - 1888 次查看 A Minicourse on Stochastic Partial Differential Equations (Lecture Notes in Mathematics) (Paperback)by Robert Dalang Editorial ReviewsProduct Description In May 2006, The University of ...2009-7-2 22:10 - martinnyj - 金融学（理论版）

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
1 个回复 - 1311 次查看 Stochastic Differential Equations, Backward SDEs, Partial Differential Equations( Stochastic Modelling and Applied Probability Series ) by Etienne Pardoux and Aurel Rascanu Springer International ...2019-2-3 02:51 - SleepyTom - 金融工程（数量金融）与金融衍生品

Estimation and Control Problems for Stochastic Partial Differential Equations
2 个回复 - 1161 次查看 Pavel S. Knopov • Olena N. Deriyeva Estimation and Control Problems for Stochastic Partial Differential Equations2014-10-24 21:00 - li_mao - 经济金融数学专区

（金融工程）书籍Stochastic Differential Equations
4 个回复 - 816 次查看书籍全名：Stochastic Differential Equations: An Introduction with Applications 作者：Bernt ksenda SDE经典，随机分析领域入门书籍2022-9-4 09:57 - 爱阅读的小可爱 - 金融学（理论版）

Reflected backward stochastic differential equations with perturbations
2 个回复 - 483 次查看【作者(必填)】Jasmina Djordjević[/backcolor] and Svetlana Janković[/backcolor] 【文题(必填)】Reflected backward stochastic differential equations with perturbations 【年份(必填)】2018 ...2022-9-19 16:24 - wangt_1997 - 求助成功区

书籍Stochastic Differential Equations随机微分方程
0 个回复 - 705 次查看书籍:Stochastic Differential Equations 作者：Bernt Oksendal 本书是随机分析领域的一本入门书。2022-9-11 11:23 - 爱阅读的小可爱 - 站务与外事

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
3 个回复 - 1113 次查看【作者(必填)】Pardoux, Etienne, Rӑşcanu, Aurel 【文题(必填)】Stochastic Differential Equations, Backward SDEs, Partial Differential Equations 【年份(必填)】2014 【全文链接或数据库名 ...2018-1-8 12:24 - wangt_1997 - 求助成功区

[随机微分方程]Stochastic Stability of Differential Equations
10 个回复 - 4384 次查看 Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineerin ...2015-4-19 14:30 - lasgpope - 量化投资

Springer出版的英文原版书籍--Stochastic Partial differential equations
9 个回复 - 4339 次查看 Stochastic partial differential equaitons--a modeling, white noise functional approach Second Edition by Helge Holden,bernt Oksendal, Jan Uboe, Tusheng Zhang. From Springer2010-3-22 15:30 - nekocat - 金融学（理论版）

【清晰版】Stochastic Partial Differential Equations 2ed by Holden, Oksendal
17 个回复 - 9284 次查看请看截图（点击以放大）：2010-4-6 09:34 - 111222xy - 经济金融数学专区

A Concise Course on Stochastic Partial Differential Equations
4 个回复 - 3666 次查看 Contents 1. Motivation, Aims and Examples 1 2. Stochastic Integral in Hilbert Spaces 5 2.1. Infinite-dimensional Wiener processes . . . . . . . . . . . . . . 5 2.2. Martingales in general Banach s ...2015-4-15 00:07 - jjjlcx - 经济金融数学专区

Stochastic Partial Differential Equations and Applications
2 个回复 - 3446 次查看 Editorial ReviewsReviewThe book contains 25 contributions (of about twenty pages each) including new results as well as surveys and reviews of problems in questions so that the reader can get a feelin ...2015-8-20 20:29 - nelsoncwlee - 量化投资

Stochastic Partial Differential Equations: An Introduction
1 个回复 - 2710 次查看 This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with s ...2015-10-11 23:14 - exuan1991 - 计量经济学与统计软件

Stochastic Partial Differential Equations An Introduction (Universitext) 1st ed.
8 个回复 - 3612 次查看 Stochastic Partial Differential Equations An Introduction (Universitext) 1st ed. 2015 Edition {PRG}2016-1-12 11:12 - kexinkeqing - 经济金融数学专区

Taylor Approximations for Stochastic Partial Differential Equations
2 个回复 - 3487 次查看 This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher ...2015-7-24 13:45 - nelsoncwlee - 金融学（理论版）

【2014新书】Analysis of Stochastic Partial Differential Equations
98 个回复 - 14531 次查看【2014新书】Analysis of Stochastic Partial Differential Equations Book 图书名称：Analysis of Stochastic Partial Differential Equations Author 作者：Davar Khoshnevisan Publisher 出版社：American ...2015-6-16 08:28 - kychan - 经济金融数学专区

Stochastic Partial Differential Equations 2ed by Holden, Oksendal
3 个回复 - 4245 次查看 Stochastic Partial Differential Equations 2ed by Holden, Oksendal2010-9-12 13:16 - mathliudz - 金融学（理论版）

Stochastic Differential Equations by Gihman and Skorohod
8 个回复 - 3124 次查看【作者(必填)】Iosif I. Gihman & Anatolij V. Skorohod 【文题(必填)】Stochastic Differential Equations 【年份(必填)】1972, Springer 【ISBN(选填)】978-3-642-88266-1 【全文链接或数据库名称(选填 ...2019-3-5 08:18 - SleepyTom - 文献求助专区

From Elementary Probability to Stochastic Differential Equations with MAPLE
19 个回复 - 4871 次查看 **** 本内容被作者隐藏 **** From Elementary Probability to Stochastic Differential Equations with MAPLE 发现论坛里没有这本书，所以上传. 内容简介: This is an introduction to probabilistic and stat ...2015-11-17 00:04 - donnieche - 经济金融数学专区

【2019新书】Introduction to Stochastic Differential Equations with Applications
14 个回复 - 9614 次查看 Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance by Carlos A. Braumann (Author) About the Author CARLOS A. BRAUMANN is Professor in the Depa ...2019-5-13 07:27 - slowry - 金融学（理论版）

Oksendal_Stochastic Differential Equations
6 个回复 - 2851 次查看经典教材！2014-10-7 23:03 - 鹏哥xsp - 学术资源/课程/会议/讲座

Stochastic Integration and Differential Equations
5 个回复 - 9404 次查看【作者(必填)】Philip E. Protter 【文题(必填)】Stochastic Integration and Differential Equations 【年份(必填)】2003 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007%2F978-3- ...2014-9-29 04:07 - violinangel - 求助成功区

stochastic differential equations, 6 ed. Solutions of Exercise Problems 答案
7 个回复 - 3522 次查看 stochastic differential equations, 6 ed. Solutions of Exercise Problems stochastic differential equations, 6 edition 答案 This is a solution manual for the SDE book by Øksendal, Stochasti ...2018-1-16 19:05 - Dogesick丶 - 经济金融数学专区

Stochastic Integration And Differential Equations 2ed Protter P E
14 个回复 - 16018 次查看经过ocr处理的扫描版，挺清楚，无黑边。请看截图：目录： Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 I Preliminarie ...2010-4-19 11:06 - 111222xy - 经济金融数学专区

Forward-Backward Stochastic Differential Equations and Their Applications
13 个回复 - 4550 次查看 Forward-Backward Stochastic Differential Equations and Their Applications (Lecture Notes in Mathematics) By Jin Ma, Jiongmin Yong, Publisher: SpringerNumber Of Pages: 270Publication Date ...2007-7-13 20:19 - zhushiyou - 计量经济学与统计软件

Stochastic Differential Equations and Diffusion Processes
14 个回复 - 14909 次查看 Nobuyuki Ikeda, Shinzo Watanabe, "Stochastic Differential Equations and Diffusion Processes"Elsevier Science Ltd | 1981 Contents Chapter I. Preliminaries 1 1. Basic notions and notations 1 2. Pro ...2010-9-22 00:26 - ljzx - 金融学（理论版）

Stochastic Integration and Differential Equations
3 个回复 - 43445 次查看 Author: Philip E. Protter [*]Hardcover: 421 pages [*]Publisher: Springer; 2nd ed. 2003. Corr. 3rd printing 2005 edition (March 4 2005) [*]Language: German [*]ISBN-10: 3540003134 [*]ISBN-13: 978 ...2014-2-5 06:51 - zou2655503 - 计量经济学与统计软件

Stochastic Integration and Differential Equations
18 个回复 - 6647 次查看 Stochastic Integration and Differential Equations ISBN: 3540003134Title: Stochastic Integration and Differential EquationsAuthor: Philip E. ProtterPublisher: SpringerPublication Date: 2005-05-24Number ...2007-7-13 20:24 - zhushiyou - 计量经济学与统计软件

Stochastic differential equations and applications(Mao Xuerong)
20 个回复 - 10134 次查看 Stochastic differential equations and applications(Mao Xuerong)第二版清晰版2011-12-24 09:25 - mathmli - 经济金融数学专区

随机微分方程 Stochastic Differential Equations
38 个回复 - 7836 次查看 Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling A beginner’s guide to stochastic growth modelingThe chief advantage of stochastic growth mode ...2017-3-17 01:05 - jarlow - 经济金融数学专区

Stochastic integration and differential equations by Philip E. Protter
2 个回复 - 811 次查看 2021-11-19 22:32 - 萌特卡洛 - 新手入门区

【经典教材系列】Stochastic Partial Differential Equations （第二版）
87 个回复 - 9018 次查看 2014年经典教材第二版降价出售期已过！想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中）2015-5-2 18:34 - wwqqer - 微观经济学

Bernt Øksendal - Stochastic differential equations（第六版）
2 个回复 - 1067 次查看 Bernt Øksendal - Stochastic differential equations_ an introduction with applications-Springer (2010)+6th_ed 期权期货衍生品、投资学、金融工程的都知道这本书的地位，不多介绍，一分钱一分货。2019-12-30 08:55 - 汗青一木 - 金融学（理论版）

Stochastic differential equations_ an introduction with applications
7 个回复 - 4178 次查看金融学英文经典教材It is a serious introduction that starts with fundamental measure-theoretic concepts and ends, coincidentally, with the Black-Scholes formula as one of several examples of applicatio ...2015-2-25 00:53 - 大蒜头真大 - 金融学（理论版）

Bernt Øksendal - Stochastic differential equations_ an introducti
0 个回复 - 1122 次查看 (Universitext) Bernt Øksendal - Stochastic differential equations_ an introduction with applications-Springer (2010)+6th_ed 投资学、期权期货、金融工程等等的专业shi2019-12-30 08:52 - 汗青一木 - 金融学（理论版）

stochastic differential equations with markovian switching评价
2 个回复 - 821 次查看 stochastic differential equations with markovian switching这本书出自大师毛雪荣之手，写得可谓是由浅入深，分析的非常到位，是研究随机方面不可多得的一本好书啊~！！！2015-8-2 11:11 - 小猴大魔王 - 休闲灌水

雍炯敏-Forward-Backward Stochastic Differential Equations and Their Application
33 个回复 - 11038 次查看 这是雍炯敏教授关于倒向随机微分方程的书是英文教材由著名的施普瑞林出版社出版的倒向随机微分应该是现在数理金融一个比较新的方向吧<p ...2008-4-16 11:26 - ypgordon - 经济金融数学专区

急！Lp-Solutions of backward doubly stochastic differential equations with stoch
3 个回复 - 913 次查看【作者(必填)】Owo Jean Marc 【文题(必填)】Lp-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1, 2) 【年份(必填)】2017 【全文链接或 ...2017-7-23 21:36 - xuanting - 求助成功区

Lp solutions of anticipated backward stochastic differential equations under mon
4 个回复 - 1033 次查看【作者(必填)】Feng Hua* & Zengjing Chenb 【文题(必填)】Lp solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions 【年份(必填)】V ...2016-2-28 13:44 - wangt_1997 - 求助成功区

Stochastic Partial Differential Equations and Related Fields
26 个回复 - 1070 次查看 English | PDF | 2018 | 565 Pages | ISBN : 3319749285 This Festschrift contains six research surveys and thirty-three shorter contributions by participants of the conference ''Stochastic Partial Dif ...2018-7-9 15:18 - igs816 - 经管书评

Numerical Solution of Stochastic Differential Equations
5 个回复 - 1635 次查看【作者(必填)】Peter E. Kloeden, Eckhard Platen 【文题(必填)】Numerical Solution of Stochastic Differential Equations 【年份(必填)】1992 【全文链接或数据库名称(选填)】http://link.springer.com/ ...2014-12-11 14:17 - violinangel - 求助成功区

[分享] Simulation and Inference for Stochastic Differential Equations: With R Exa
41 个回复 - 14094 次查看 Simulation and Inference for Stochastic Differential Equations: With R ExamplesSimulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)By Stefano ...2009-5-1 15:26 - dwl001 - R语言论坛

Stochastic Integration and Stochastic Differential Equations
11 个回复 - 2353 次查看 Stochastic Integration and Stochastic Differential Equations2016-1-12 11:11 - kexinkeqing - 经济金融数学专区

Stochastic Partial Differential Equations
32 个回复 - 1846 次查看 English | ISBN: 3319586459 | 2017 | 508 Pages | PDF | 6 MB Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textb ...2017-7-8 13:41 - igs816 - 经管书评

Simulation_Inference_Stochastic_Differential_Equations：with_R_examples pdf下载
3 个回复 - 1196 次查看【数据分析电子书免费下载】 Simulation_Inference_Stochastic_Differential_Equations：with_R_examples pdf下载 This book covers a highly relevant and timely topic that is of wide interest, especially i ...2016-12-30 20:44 - 数据分析闯天下 - 数据分析师（CDA）专版

Stochastic Differential Equations(Bernt Oksendal,第六版)
11 个回复 - 5813 次查看 Stochastic Differential Equations2010-9-12 12:38 - mathliudz - 金融学（理论版）

On a class of backward doubly stochastic differential equations
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