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1.
From elementary probability to stochastic differential equations with Maple/ Sasha Cyganowski, Peter Kloeden, Jerzy Ombach. by
  • Cyganowski, Sasha
  • Kloeden, Peter E
  • Ombach, Jerzy, 1950-
Series: Universitext
Publication details: Berlin; New York: Springer, c2002
Availability: Items available for loan: Castorina (1)Call number: 519.2 C995f 2002 IMPA.

2.
A course on rough paths: with an introduction to regularity structures/ Peter K. Friz, Martin Hairer. by
  • Friz, Peter K, 1974-
  • Hairer, Martin [author.]
Series: Universitext
Publisher: Cham; New York: Springer, [2014]
Availability: Not available: Castorina: Checked out (1).

3.
Numerical solution of SDE through computer experiments/ Peter E. Kloeden, Eckhard Platen, Henri Schurz. by
  • Kloeden, Peter E
  • Platen, Eckhard
  • Schurz, Henri
Series: Universitext
Publication details: Berlin: New York: Springer-Verlag, c1994
Availability: Items available for loan: Castorina (2)Call number: 518.63 K66n 1994 IMPA, ...

4.
Jump SDEs and the study of their densities: a self-study book/ Arturo Kohatsu-Higa, Atsushi Takeuchi. by
  • Kohatsu-Higa, Arturo [author.]
  • Takeuchi, Atsushi [author.]
Series: Universitext
Publisher: Singapore: Springer, [2019]
Other title:
  • Jump stochastic differential equations and the study of their densities
Availability: Items available for loan: Castorina (1)Call number: 515.35 K79j 2019 IMPA.

5.
Stochastic differential equations: an introduction with applications/ Bernt Oksendal. by
  • Oksendal, B. K. (Bernt Karsten), 1945-
Series: Universitext
Edition: 3rd ed.
Publication details: Berlin; New York: Springer, c1992
Availability: Items available for loan: Castorina (1)Call number: 519.2 O41s 1980 IMPA.

6.
Stochastic differential equations: an introduction with applications/ Bernt Oksendal Oksendal by
  • Oksendal, B. K. (Bernt Karsten), 1945-
Series: Universitext
Publication details: Berlin; New York: Springer-Verlag, c1985
Availability: Items available for loan: Castorina (1)Call number: 519.2 O41s1985 IMPA.

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