Tražili ste klasifikacijska oznaka: 60J60
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1
Multidimensional Diffusion Processes : Reprint of the 1997 Edition / Daniel W.Stroock ; S.R.Srinivasa Varadhan. cor. 2nd pr.
e izvori
5
Diffusions, Markov processes and martingales / L.C.G. Rogers ; D.Williams
Rogers, L.C.G.  
Cambridge : Cambridge University Press, 1970. 2 sv.
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Volume 1: Foundations : . 2nd ed. 2005.Za posudbuZa posudbu
Volume 2: Ito calculus : . 2nd ed. 2006.Za posudbuZa posudbu
9
Introduction to the theory of diffusion processes / N.V. Krylov ; [Translated by Valim Khidekel and Gennady Pasečnik, translation edited by D.Louviš]. Reprinted with corrections
Introduction to the theory of diffusion processes / N.V. Krylov ; [Translated by Valim Khidekel and Gennady Pasečnik, translation edited by D.Louviš]. Reprinted with corrections.
Krylov, Nikolaj Vladimirovič  
[Providence,R.I.] : American Mathematical Society, cop.1996
10
Stohastičeskie differencial'nye uravnenija i diffuzionnye processy / S.Vatanabe ; N.Ikeda; perevod s anglijskogo G.N.Kinkladze; pod redakc.A.N.Širjaeva
[Stochastic differential equations and diffusion processes]
Watanabe, Shinzo  
Moskva : Nauka, 1986
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14
Mathematics of financial obligations / A.V. Mel'nikov, S.N. Volkov, M.L. Nechaev ; translated from the Russian by H.H. McFaden
Mathematics of financial obligations / A.V. Mel'nikov, S.N. Volkov, M.L. Nechaev ; translated from the Russian by H.H. McFaden
[Matematika finansovyh objazatel'stv]
Mel'nikov, A.V.  
Providence, R.I. : American Mathematical Society, 2002
15
Historical processes / Donald A.Dawson ; Edwin A. Perkins
Historical processes / Donald A.Dawson ; Edwin A. Perkins
Dawson, Donald A.  
Providence, R.I. : American Mathematical Society, 1991
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16
Stochastic differential equations and diffusion processes / Nobuyuki Ikeda ; Shinzo Watanabe. 2nd ed
Stochastic differential equations and diffusion processes / Nobuyuki Ikeda ; Shinzo Watanabe. 2nd ed.
Ikeda, Nobuyuki  
Amsterdam [etc.] ; Tokyo : North-Holland : Kodansha, 1989
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17
Deterministic and stochastic optimal control / Wendell H. Fleming ; Raymond W. Rishel. 3rd printing
Deterministic and stochastic optimal control / Wendell H. Fleming ; Raymond W. Rishel. 3rd printing.
Fleming, Wendell H.  
New York[etc.] : Springer-Verlag, 1986
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18
Controlled diffusion processes / N.V. Krylov ; translated by A.B. Aries
[Upravliaemye processy diffuznnogo tipa]
Krylov, Nikolaj Vladimirovič  
New York; Heidelberg; Berlin : Springer-Verlag, 1980
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19
Option prices as probabilities : a new look at generalized Black-Scholes formulae / Christophe Profeta ; Bernard Roynette; Marc Yor
Option prices as probabilities : a new look at generalized Black-Scholes formulae / Christophe Profeta ; Bernard Roynette; Marc Yor
Profeta, Christophe  
Berlin; Heidelberg : Springer-Verlag, 2010
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