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Catalogue Information
Nome campo	dettagli
Dewey Class	515
Titolo	Stochastic Differential Equations ([EBook]) : An Introduction with Applications / by Bernt Øksendal.
Autore	Øksendal, B. K.(Bernt Karsten) , 1945-
Other name(s)	SpringerLink (Online service)
Edition statement	Sixth edition
Pubblicazione	Berlin, Heidelberg : Springer , 2003.
Physical Details	XXVII, 379 pages : online resource.
Serie	Universitext 0172-5939
ISBN	9783642143946
Contents note	Some Mathematical Preliminaries -- Itô Integrals -- The Itô Formula and the Martingale Representation Theorem -- Stochastic Differential Equations -- The Filtering Problem -- Diffusions: Basic Properties -- Other Topics in Diffusion Theory -- Applications to Boundary Value Problems -- Application to Optimal Stopping -- Application to Stochastic Control -- Application to Mathematical Finance.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-3-642-14394-6
Link alle Opere Legate	Riferimenti soggetto: . Analysis (Mathematics) . Calculus of variations . Diffusion processes . Mathematical analysis . Partial differential equations . Probabilistic potential theory . Probabilities . Stochastic Analysis . Stochastic differential equations . Authors: Øksendal, B. K.(Bernt Karsten) 1945- . Corporate Authors: SpringerLink (Online service) . Series: Universitext . Classification: 515 .

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