Add to ORKGPrévôt C, Röckner M. Some Tools from Real Martingale Theory. In: Prévôt C, Röckner M, eds. A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. Vol 1905. Berlin: Springer; 2007: 119-119
Goldys B, Röckner M, Zhang X. Martingale solutions and Markov selections for stochastic partial diff...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differentia...
Prévôt C, Röckner M. A Class of Stochastic Differential Equations. In: Prévôt C, Röckner M, eds. A C...
Prévôt C, Röckner M. Stochastic Differential Equations in Finite Dimensions. In: Prévôt C, Röckner M...
Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equa...
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very ac...
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic...
The aim of these notes is to give an introduction to some aspects of the theory of Stochastic Partia...
motion, and martingales, and their applications to stochastic calculus. Texts & References: ( * ...
The basic building blocks Some basic m...
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...
This is a rigorous course on finite dimensional continuous Markov processes. Most top-ics covered wi...
Twenty-five articles have been selected from the first 14 volumes of the "Séminaire de Probabilités"...
Goldys B, Röckner M, Zhang X. Martingale solutions and Markov selections for stochastic partial diff...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differentia...
Prévôt C, Röckner M. A Class of Stochastic Differential Equations. In: Prévôt C, Röckner M, eds. A C...
Prévôt C, Röckner M. Stochastic Differential Equations in Finite Dimensions. In: Prévôt C, Röckner M...
Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equa...
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very ac...
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic...
The aim of these notes is to give an introduction to some aspects of the theory of Stochastic Partia...
motion, and martingales, and their applications to stochastic calculus. Texts & References: ( * ...
The basic building blocks Some basic m...
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...
This is a rigorous course on finite dimensional continuous Markov processes. Most top-ics covered wi...
Twenty-five articles have been selected from the first 14 volumes of the "Séminaire de Probabilités"...
Goldys B, Röckner M, Zhang X. Martingale solutions and Markov selections for stochastic partial diff...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differentia...