02545nam0 22005893i 450 VAN0029417520250902080646.426N978366203185820250604d1995 |0itac50 baengDE|||| |||||i e bcrStochastic Differential EquationsAn Introduction with ApplicationsBernt Øksendal4. edBerlinHeidelbergSpringer1995xvi, 271 p.24 cm001VAN000245062001 Universitext210 Berlin [etc]Springer1930-60G35Signal detection and filtering (aspects of stochastic processes) [MSC 2020]VANC021485MF60G40Stopping times; optimal stopping problems; gambling theory [MSC 2020]VANC024506MF60G44Martingales with continuous parameter [MSC 2020]VANC020011MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60J25Continuous-time Markov processes on general state spaces [MSC 2020]VANC019839MF60J45Probabilistic potential theory [MSC 2020]VANC020091MF93E20Optimal stochastic control [MSC 2020]VANC019946MFApplicationsKW:KDifferential equationsKW:KEquationsKW:KFiltering problemsKW:KFiltering theoryKW:KMeasure TheoryKW:KOptimal FilteringKW:KRandom variablesKW:KRangKW:KStochastic AnalysisKW:KStochastic CalculusKW:KStochastic ControlsKW:KStochastic differential equationsKW:KBerlinVANL000066DEHeidelbergVANL000282ØksendalBernt K.VANV2112251426735Springer <editore>VANV108073650ITSOL20250919RICAhttps://doi.org/10.1007/978-3-662-03185-8E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00294175BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 11832 08eMF11832 20250714 Stochastic Differential Equations3559041UNICAMPANIA