stochastic differential equations and-经管之家(原经济论坛)-经济、管理、金融、统计在线教育和咨询网站

结果：找到“stochastic differential equations and”相关内容46个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

Backward stochastic differential equations with reflection and Dynkin games
2 个回复 - 1803 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

Backward stochastic differential equations actuarial and financial applications
2 个回复 - 1510 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 - 1489 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

Avner Friedman Stochastic Differential Equations and Applications Vol 2
2 个回复 - 2193 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 - 1939 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

2014新书发布： Stochastic Calculus and Differential Equations for Finance
10 个回复 - 4313 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 - 1872 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 - 1843 次查看 Stochastic-Differential-Equations-Simulation-and-Inference_Iacus2016-10-16 13:15 - fymmwyw1 - 金融学（理论版）

欧洲精算研究院丛书Backward Stochastic Differential Equations with Jumps and Thei
3 个回复 - 2436 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

Estimation and Control Problems for Stochastic Partial Differential Equations
2 个回复 - 1207 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

Stochastic Partial Differential Equations and Applications
2 个回复 - 3484 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 Differential Equations by Gihman and Skorohod
8 个回复 - 3276 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

Stochastic Integration and Differential Equations
5 个回复 - 9449 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 Integration And Differential Equations 2ed Protter P E
14 个回复 - 16114 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 - 4721 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 - 15031 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 - 43497 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 - 6756 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 - 10309 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

Stochastic integration and differential equations by Philip E. Protter
2 个回复 - 833 次查看 2021-11-19 22:32 - 萌特卡洛 - 新手入门区

雍炯敏-Forward-Backward Stochastic Differential Equations and Their Application
33 个回复 - 11287 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

Stochastic Partial Differential Equations and Related Fields
26 个回复 - 1121 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

[分享] Simulation and Inference for Stochastic Differential Equations: With R Exa
41 个回复 - 14321 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 - 2427 次查看 Stochastic Integration and Stochastic Differential Equations2016-1-12 11:11 - kexinkeqing - 经济金融数学专区

随机微分方程及其数值方法《Stochastic and partial differential equations with a》
2 个回复 - 1922 次查看《Stochastic and partial differential equations with adapted numerics》作者：Goodman etc. 出版日期：20042011-9-28 01:30 - wpemk - 金融学（理论版）

Simulation and Inference for Stochastic Differential Equations: With R Examples
3 个回复 - 3152 次查看 Simulation and Inference for Stochastic Differential Equations: With R Examples2010-9-12 12:46 - mathliudz - 金融学（理论版）

求书《Backward Stochastic Differential Equations With Jumps And Applications》
1 个回复 - 1754 次查看求书，价格好商量司徒荣的《Backward Stochastic Differential Equations With Jumps And Applications》完整版，网上有一个版本，但是少几页2011-5-29 23:04 - xuruilong100 - 金融工程（数量金融）与金融衍生品

Discretization and simulation of stochastic differential equations
1 个回复 - 723 次查看【作者(必填)】【文题(必填)】Discretization and simulation of stochastic differential equations 【年份(必填)】【全文链接或数据库名称(选填)】http://link.springer.com/article/10.1007%2FBF01438 ...2014-10-22 10:55 - ssylzz - 求助成功区

Simulation and Inference for Stochastic Differential Equations With R Examples
0 个回复 - 894 次查看 Stefano M. Iacus Simulation and Inference for Stochastic Differential Equations With R Examples2014-10-17 21:19 - li_mao - 计量经济学与统计软件

Stochastic Integration and Differential Equations
4 个回复 - 1128 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- ...2014-9-28 14:01 - violinangel - 求助成功区

Stochastic Integration and Differential Equations
6 个回复 - 2585 次查看绝好的入门书。。。作者原来在普渡，现在康纳尔2009-8-25 14:17 - chengjian1986 - 计量经济学与统计软件

求：Theory of Stochastic Differential Equations with Jumps and Applications
1 个回复 - 1074 次查看全名：Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering ~ Situ Rong (作者) [*]出版社: Springer- ...2014-3-26 14:38 - 唐宋元清 - 求助成功区

Oksendal Stochastic differential equations 5ed 清晰版 and 6ed only for 2个币！！
7 个回复 - 3474 次查看最最简单的随机过程-(or 随机方程?) -研究生程度---入门 (本科生程度的入门,请看 http://www.pinggu.org/bbs/thread-712332-1-1.html ) 5ed不是扫描版哦! 我对比了第六版和第五版, 第六版正文没什 ...2010-2-12 14:27 - 111222xy - 金融学（理论版）

Stochastic Differential Equations and Processes
5 个回复 - 1008 次查看【作者(必填)】Zili, Mounir; Filatova, Darya V. 【文题(必填)】Stochastic Differential Equations and Processes 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www.springerlink.com/conte ...2012-10-20 20:09 - 352693585 - 求助成功区

Stochastic_Differential_Equations_and_Diffusion_Processes
4 个回复 - 2072 次查看 Stochastic Differential Equations and Diffusion Processes (North-Holland Mathematical Library) [Hardcover]Nobuyuki Ikeda (Author)2011-4-21 13:52 - pertain - 金融工程（数量金融）与金融衍生品

Stochastic Differential Equations and Applications , Xuerong Mao
1 个回复 - 1012 次查看 Stochastic Differential Equations and Applications Xuerong Mao 0 Reviews Woodhead Publishing, Dec 28, 2007 有大侠能提供下载吗? Thanks2012-10-18 21:09 - lehe - 求助成功区

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations
0 个回复 - 1020 次查看有大侠能提供下载吗? Thanks Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations S. S. Artemiev, T. A. Averina 0 Reviews VSP, 1997 - 176 pages2012-10-18 21:14 - lehe - 悬赏大厅

(抱歉重复贴），雍炯敏-Forward-Backward Stochastic Differential Equations and The
5 个回复 - 1572 次查看请求版主删除自己的帖子，非常抱歉重复了。我的资料是从其他途径获得，没看到已经有了，幸好没有人购买。2011-12-14 20:22 - active007 - 金融工程（数量金融）与金融衍生品

[推荐]Stochastic Integration and Stochastic Differential Equations
13 个回复 - 4067 次查看 作者不详，640 pages <a href="http://www.ma.utexas.edu/users/kbi/SDE/C_1.pdf" target="_blank" >http://www.ma.utexas.edu/users/kbi/SDE/C_1.pdf</A> ...2007-5-8 20:58 - ccpoo - 计量经济学与统计软件

[求助]请问谁有Simulation and Inference for Stochastic Differential Equations
8 个回复 - 3192 次查看作者: Stefano M. Iacus日期: 2008ISBN: 978-0-387-75838-1页数: 286语言: English出版社: Springer 2008-8-16 12:25 - ypchen - R语言论坛

Picard Approximation of Stochastic Differential Equations and Application t...
0 个回复 - 257 次查看 2004-10-31 13:42 - wenO6ZTcp8ct6 - Forum

Ambit processes and stochastic partial differential equations-边界过程和随机偏微分方程
0 个回复 - 410 次查看 2004-10-28 22:55 - 军事战略285 - Forum

Ambit processes and stochastic partial differential equations
0 个回复 - 700 次查看 2004-10-28 00:24 - 民事诉讼法学397 - Forum

课程推荐