| 000 | 00744nam a2200157Ia 4500 | ||
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| 005 | 20241211205638.0 | ||
| 008 | 241211s2005 xx 000 0 und d | ||
| 020 | _afcnm1840 | ||
| 082 | _a515.35/O21 | ||
| 100 | _aOksendal, Bernt | ||
| 245 | 0 | _aStochastic Differential Equantions | |
| 260 | _c2005 | ||
| 300 |
_a361 páginas _e1 CD-ROM |
||
| 505 | _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 | ||
| 942 | _yLIB | ||
| 999 |
_c51061 _d51061 |
||