Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal

• Record Nr.: UNICAMPANIAVAN00294175
• Autore: Øksendal, Bernt K.
• Pubbl/distr/stampa: Berlin ; Heidelberg, : Springer, 1995
• Edizione: [4. ed]
• Descrizione fisica: xvi, 271 p. ; 24 cm
• Soggetti: 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]; 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]; 60G44 - Martingales with continuous parameter [MSC 2020]; 60H10 - Stochastic ordinary differential equations [MSC 2020]; 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]; 60J45 - Probabilistic potential theory [MSC 2020]; 93E20 - Optimal stochastic control [MSC 2020]
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia