Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal

• Autore: Øksendal, Bernt K.
• Pubblicazione: Berlin ; Heidelberg, : Springer, 1995
• Edizione: 4. ed
• Descrizione fisica: xvi, 271 p. ; 24 cm
• Soggetto topico: 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]
• Soggetto non controllato: Applications; Differential equations; Equations; Filtering problems; Filtering theory; Measure Theory; Optimal Filtering; Random variables; Rang; Stochastic Analysis; Stochastic Calculus; Stochastic Controls; Stochastic differential equations
• Titolo autorizzato: Stochastic Differential Equations
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00294175
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-3-662-03185-8
• Serie: Universitext Berlin [etc] . -Springer , 1930-