00859nam a2200169Ia 450000500170000000800410001702000130005808200150007110000200008624500390010626000090014530000280015450503800018294200080056299900170057095201020058720241211205638.0241211s2005    xx            000 0 und d  afcnm1840  a515.35/O21  aOksendal, Bernt 0aStochastic Differential Equantions  c2005  a361 páginase1 CD-ROM  a1. Introducction 2. Some mathematical preliminares 3. Ito Integrals 4. The Ito formula and the martingale representation theorem 5. Stochastic differential equations 6. The filtering problem 7. Diffusions basic properties 8. Other topics in diffusion theory 9.. Applications to boundary value problems 10. Application to optimal stopping 11. Application to stochastic control  yLIB  c51061d51061  00104070aBE-FCNMbBE-FCNMcTPd2018-05-30eDonacionfBuenoo515.35/O21pFCNM3035yLIBzExterno