---

＜電子ブック＞
Stochastic Differential Equations : An Introduction with Applications / by Bernt Øksendal
(Universitext. ISSN:21916675)

版	6th ed. 2003.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	2003
本文言語	英語
大きさ	XXVII, 379 p : online resource
著者標目	*Øksendal, Bernt author SpringerLink (Online service)
件　名	LCSH:Mathematical analysis LCSH:Probabilities LCSH:Mathematical physics LCSH:System theory LCSH:Control theory LCSH:Mathematical optimization LCSH:Calculus of variations LCSH:Differential equations FREE:Analysis FREE:Probability Theory FREE:Theoretical, Mathematical and Computational Physics FREE:Systems Theory, Control FREE:Calculus of Variations and Optimization FREE:Differential Equations
一般注記	Some Mathematical Preliminaries -- Itô Integrals -- The Itô Formula and the Martingale Representation Theorem -- Stochastic Differential Equations -- The Filtering Problem -- Diffusions: Basic Properties -- Other Topics in Diffusion Theory -- Applications to Boundary Value Problems -- Application to Optimal Stopping -- Application to Stochastic Control -- Application to Mathematical Finance HTTP:URL=https://doi.org/10.1007/978-3-642-14394-6

 類似資料