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Record Nr. |
UNICAMPANIAVAN00263667 |
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Autore |
Øksendal, Bernt K. |
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Titolo |
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
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Pubbl/distr/stampa |
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Descrizione fisica |
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xiii, 208 p. : ill. ; 24 cm |
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Soggetti |
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60-XX - Probability theory and stochastic processes [MSC 2020] |
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] |
60Hxx - Stochastic analysis [MSC 2020] |
60J45 - Probabilistic potential theory [MSC 2020] |
60J60 - Diffusion processes [MSC 2020] |
93E11 - Filtering in stochastic control theory [MSC 2020] |
93E20 - Optimal stochastic control [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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