Stochastic Differential Equations and Processes SAAP, Tunisia, October 7-9, 2010

Stochastic Differential Equations in Infinite Dimensions with Applications to Stochastic Partial Differential Equations

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Stochastic Partial Differential Equations A Modeling, White Noise Functional Approach

Stochastic Ordinary and Stochastic Partial Differential Equations Transition from Microscopic to Macroscopic Equations

Simulation and Inference for Stochastic Differential Equations With R Examples

Stochastic Partial Differential Equations with Lévy Noise An Evolution Equation Approach

A Concise Course on Stochastic Partial Differential Equations

Stability of infinite dimensional stochastic differential equations with applications

Malliavin calculus : with applications to stochastic partial differential equations

Theory of Stochastic Differential Equations with Jumps and Applications Mathematical and Analytical Techniques with Applications to Engineering

Stochastic methods and their applications to communications stochastic differential equations approach