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1.
Numerical solution of stochastic differential equations with jumps in finance by Eckhard Platen and Nicola Bruti-Liberati by
  • Platen, Eckhard
  • Bruti-Liberati, Nicola
Series: ; | Stochastic modelling and applied probability ; 64.
Edition:
Material type: Text Book
Current publication frequency: .
Publication details: Berlin Springer-Verlag c2010
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 PLA.
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2.
Stochastic stability of differential equations by Rafail Khasminskil and M. B. Nevelson by
  • Khasminskii , Rafail
  • Nevelson, M. B
Series: ; | Stochastic modelling and applied probability ; 66.
Edition: 2nd ed. .
Material type: Text Book
Current publication frequency: .
Publication details: Heidelberg: Springer., c2012
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.22 KHA.
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3.
Stochastic differential equations in infinite dimensions: with applications to stochastic partial differential equations by Leszekc Gawarecki by
  • Gawarecki, Leszek
Series: ;
Edition:
Material type: Text Book
Current publication frequency: .
Publication details: New york : Springer, c2011
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 LES.
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4.
Oxford handbook of nonlinear filtering edited by Dan Crisan, Boris Rozovskii by
  • Crisan, Dan
  • RozovskiÄ­, B. L
Series: ; | Oxford handbooks in mathematics
Edition:
Material type: Text Book; Format: print ; Literary form: Not fiction
Current publication frequency: .Language: English
Publication details: New York Oxford University Press 2011
Availability: Items available for reference: IIT Gandhinagar: Not for loan (1)Call number: 519.2 CRI.
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5.
Modeling with Itô stochastic differential equations by E. Allen by
  • Allen, E
Series: ; | Mathematical modelling--theory and applications ; V 22.
Edition:
Material type: Text Book
Current publication frequency: .
Publication details: Dordrecht : Springer, 2007
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 ALL.
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6.
An introduction to sparse stochastic processes by Michael Unser by
  • Unser,Michael
  • Tafti, Pouya D
Series: ;
Edition:
Material type: Text Book
Current publication frequency: .Language: English
Publication details: Cambridge: Cambridge University Press, 2010
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.23 UNS .
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7.
Numerical solution of stochastic differential equations by
  • Kloeden, Peter E
  • Platen, Eckhard
Publication details: New York: Springer, 1992
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 KLO.
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8.
Minicourse on stochastic partial differential equations by
  • Dalang, Robert. [et al.]
  • Khoshnevisan, Davar
  • Mueller, Carl
  • Nualart, David
  • Xiao, Yimin
Series: Lecture notes in mathematics; 1962
Publication details: Heidelberg: Springer International Publishing, 2009
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 DAL.

9.
Hybrid switching diffusions: properties and applications by
  • Yin, George G
  • Zhu, Chao
Publication details: New York: Springer, 2010
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 YIN.

10.
Stochastic differential equations and diffusion processes by
  • Ikeda, Nobuyuki
  • Watanabe, Shinzo
Edition: 2nd ed.
Publication details: Amsterdam: North Holland Publishing 1981
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 IKE.

11.
Course on rough paths: with an introduction to regularity structures by
  • Friz, Peter K
  • Hairer, Martin
Series: Universitext
Publication details: Cham, Switzerland : Springer, 2014
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 FRI.

12.
Stochastic flows and stochastic differential equations by
  • Kunita, H
Series: Cambridge studies in advanced mathematics ; 24
Material type: Text Book; Format: print ; Literary form: Not fiction
Publication details: Cambridge: Cambridge University Press, 1990
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 KUN.

13.
Applied stochastic analysis, Vol. 199 by
  • E, Weinan
  • Li, Tiejun [Co-author]
  • Vanden-Eijnden, Eric [Co-author]
Series: Graduate Studies In Mathematics, 199
Publication details: Providence, Rhode Island: American Mathematical Society, 2019
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 EWE.

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