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  1. Ikeda, Nobuyuki [Author] ; Watanabe, Shinzō [Other]

    Stochastic differential equations and diffusion processes

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    Amsterdam; New York; Tokyo; New York, NY: North-Holland Pub. Co, 1981

    Published in: North Holland mathematical library ; 24

  2. Dumitrescu, Roxana [Author] ; Paris 9 [Contributor]; Bouchard-Denize, Bruno [Contributor]

    Contributions au contrôle stochastique avec des espérances non linéaires et aux équations stochastiques rétrogrades ; Contributions to stochastic control with nonlinear expectations and backward stochastic differential equations

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    theses.fr, 2015-09-28

  3. Hofmanová, Martina [Author] ; Cachan, Ecole normale supérieure [Contributor]; Charles University. Faculty of mathematics and physics. Department of metal physics (Prague) [Contributor]; Debussche, Arnaud [Contributor]; Seidler, Jan [Contributor]

    Degenerate parabolic stochastic partial differential equations ; Équations aux dérivées partielles stochastiques paraboliques dégénérées

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    theses.fr, 2013-07-05

  4. Mtiraoui, Ahmed [Author] ; Toulon [Contributor]; Université de Sfax. Faculté des sciences. Département de mathématiques [Contributor]; Bahlali, Khaled [Contributor]; Nabli, Hédi [Contributor]

    I. Etude des EDDSRs surlinéaires II. Contrôle des EDSPRs couplées ; I. Study of a BDSDE with a superlinear growth generator. II. Coupled controlled FSDEs

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    theses.fr, 2016-11-25

  5. Teixeira Nicácio De Messias, Alan [Author] ; Institut polytechnique de Paris [Contributor]; Universidade federal da Paraíba (Brésil) [Contributor]; Russo, Francesco [Contributor]; Ohashi, Alberto [Contributor]

    Stochastic Analysis of non-Markovian irregular phenomena ; Analyse stochastique de phénomènes irréguliers non-markoviens

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    theses.fr, 2022-02-11

  6. Piozin, Lambert [Author] ; Le Mans [Contributor]; Matoussi, Anis [Contributor]; Popier, Alexandre, François, Roland [Contributor]

    Quelques résultats sur les équations rétrogrades et équations aux dérivées partielles stochastiques avec singularités. ; Some results on backward equations and stochastic partial differential equations with singularities

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    theses.fr, 2015-06-23

  7. Noubiagain Chomchie, Fanny Larissa [Author] ; Le Mans [Contributor]; Matoussi, Anis [Contributor]; Denis, Laurent [Contributor]

    Contributions to second order reflected backward stochastic differentials equations ; Contribution aux équations différentielles stochastiques rétrogrades réfléchies du second ordre

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    theses.fr, 2017-09-20

  8. Rosier, Amélie [Author] ; Paris 10 [Contributor]; Marie, Nicolas [Contributor]; Alquier, Pierre [Contributor]

    Quelques contributions à la statistique des modèles dynamiques aléatoires ; Some contributions to the statistics of random dynamic models

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    theses.fr, 2023-11-10

  9. Mu, Rui [Author] ; Le Mans [Contributor]; Hamadène, Saïd [Contributor]

    Jeux différentiels stochastiques de somme non nulle et équations différentielles stochastiques rétrogrades multidimensionnelles ; Nonzero-sum stochastic differential games and backward stochastic differential equations

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    theses.fr, 2014-09-26

  10. De Marco, Stefano [Author] ; Paris Est [Contributor]; Scuola normale superiore (Pise, Italie) [Contributor]; Bally, Vlad [Contributor]

    On probability distributions of diffusions and financial models with non-globally smooth coefficients ; Sur les lois de diffusions et de modèles financiers avec coefficients non globalement réguliers

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    theses.fr, 2010-11-23

  11. Fathi, Max [Author] ; Paris 6 [Contributor]; Villani, Cédric [Contributor]

    Etude théorique et numérique de quelques modèles stochastiques en physique statistique ; Theoretical and numerical study of a few stochastic models of statistical physics

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    theses.fr, 2014-12-03

  12. Hibon, Hélène [Author] ; Rennes 1 [Contributor]; Hu, Ying [Contributor]; Briand, Philippe [Contributor]

    Équations différentielles stochastiques rétrogrades quadratiques et réfléchies ; Quadratic and reflected backward stochastic differential equations

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    theses.fr, 2018-03-21

  13. Youmbi Tchuenkam, Lord Bienvenu [Author] ; Université Côte d'Azur (ComUE) [Contributor]; Descombes, Stéphane [Contributor]; Pelgrin, Florian [Contributor]

    Étude de méthodes précises d'approximation d'équations différentielles stochastiques ou d'équations aux dérivées partielles déterministes en Finance ; Study of precise methods of approximation of stochastic differential equations or deterministic partial differential equations in Finance

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    theses.fr, 2016-12-12

  14. Lee, Huaiqian [Author] ; Dijon [Contributor]; Beijing Normal University [Contributor]; Fang, Shizan [Contributor]; Wang, Fengyu [Contributor]

    Flots quasi-invariants associés aux champs de vecteur non réguliers ; Quasi-invariant flows associated with irregular vector fields

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    theses.fr, 2011-04-28