02115nam0 22005053i 450 VAN026600220240108042303.261N978366202574120231102d1989 |0itac50 baengDE|||| |||||Stochastic Differential EquationsAn Introduction with ApplicationsBernt Øksendal2. edBerlinSpringer1989xv, 188 p.ill.24 cm001VAN00245062001 Universitext210 Berlin [etc]Springer1930-60HxxStochastic analysis [MSC 2020]VANC019765MF93E20Optimal stochastic control [MSC 2020]VANC019946MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60G35Signal detection and filtering (aspects of stochastic processes) [MSC 2020]VANC021485MFApplicationsKW:KDifferential equationsKW:KEquationsKW:KFiltering problemsKW:KFiltering theoryKW:KMeasure TheoryKW:KOptimal FilteringKW:KRandom variablesKW:KRangKW:KStochastic AnalysisKW:KStochastic CalculusKW:KStochastic ControlsKW:KStochastic differential equationsKW:KBerlinVANL000066ØksendalBernt K.VANV2112251426735Springer <editore>VANV108073650ITSOL20240614RICAhttps://doi.org/10.1007/978-3-662-02574-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0266002BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 7077 08eMF7077 20231106 Stochastic Differential Equations3559041UNICAMPANIA