Stochastic differential equations -(E-BOOK) Bernt Oksendal.
Series: UniversitextPublisher: Berlin ; New York : Springer, c1998Edition: 5th edDescription: xix, 324 p. : ill. ; 24 cmISBN: 3540637206 (softcover : alk. paper)Subject(s): Stochastic differential equations | E-BOOKDDC classification: 519.2
Contents:
Introduction (page-1), Some Mathematical Preliminaries (page-7), It^o Integrals (page-21), The It^o Formula and the Martingale Representation Theorem: (page-43), Stochastic Differential Equations (page-61), The Filtering Problem (page-81), Discussions: Basic Properties (page-109), Other Topics in Discussion Theory (page-133), Applications to Boundary Value Problems (page-167), Application to Optimal Stopping (page-195), Application to Stochastic Control (page-225),Application to Mathematical Finance (page-249).
| Item type | Current location | Home library | Collection | Call number | URL | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|---|
Book
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Military College of Signals (MCS) | Military College of Signals (MCS) | NFIC | 519.2 OKS (Browse shelf) | Link to resource | Available | MCSEB-877 |
Total holds: 0
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Introduction (page-1), Some Mathematical Preliminaries (page-7), It^o Integrals (page-21), The It^o Formula and the Martingale Representation Theorem: (page-43), Stochastic Differential Equations (page-61), The Filtering Problem (page-81), Discussions: Basic Properties (page-109), Other Topics in Discussion Theory (page-133), Applications to Boundary Value Problems (page-167), Application to Optimal Stopping (page-195), Application to Stochastic Control (page-225),Application to Mathematical Finance (page-249).
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