Document Type

Lecture Notes

Abstract

Long Title: Stochastic Ordinary Differential Equations with Jumps: Theory and Estimates. Chapters: Stochastic Integrals - Initial Approach to SDEs - Estimates of SDEs - Other Formulations of SDEs - SDEs with Reflection - PDE Connections.

Disciplines

Applied Mathematics | Control Theory

Comments

This is a preliminary version from 2018-11-24.

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