Stochastic differential equations: an introduction with applications
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2003
|
| Edition: | 6. ed. |
| Series: | Universitext
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverz. S. 345 - 351 |
| Physical Description: | XXIII, 360 S. graph. Darst. |
| ISBN: | 3540047581 |
Staff View
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| 100 | 1 | |a Øksendal, Bernt K. |d 1945- |e Verfasser |0 (DE-588)128742054 |4 aut | |
| 245 | 1 | 0 | |a Stochastic differential equations |b an introduction with applications |c Bernt Øksendal |
| 250 | |a 6. ed. | ||
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2003 | |
| 300 | |a XXIII, 360 S. |b graph. Darst. | ||
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| 650 | 4 | |a Stochastic differential equations | |
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Record in the Search Index
| _version_ | 1804130254974877696 |
|---|---|
| adam_text | Table
1.
1.1
1.2
1.3
lems
1.4
1.5
1.6
2.
2.1
2.2
Exercises
3.
3.1
3.2
3.3
Exercises
4.
rem
4.1
4.2
4.3
Exercises
5.
5.1
5.2
5.3
Exercises
XXII Table of
6.
6.1
6.2
6.3
Exercises
7.
7.1
7.2
7.3
7.4
7.5
Exercises
8.
8.1
8.2
8.3
8.4
8.5
8.6
Exercises
9.
9.1
9.2
9.3
Exercises
10.
10.1
10.2
10.3
10.4
Exercises
11.
11.1
11.2
11.3
Exercises
Table
12. Application
12.1
12.2
12.3
Exercises
Appendix A: Normal Random Variables
Appendix B: Conditional Expectation
Appendix C: Uniform Integrability and Martingale Conver¬
gence
Appendix D: An Approximation Result
Solutions and Additional Hints to Some of the Exercises
References
List of Frequently Used Notation and Symbols
Index
|
| any_adam_object | 1 |
| author | Øksendal, Bernt K. 1945- |
| author_GND | (DE-588)128742054 |
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| author_sort | Øksendal, Bernt K. 1945- |
| author_variant | b k ø bk bkø |
| building | Verbundindex |
| bvnumber | BV017449094 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.23.O47 2003 |
| callnumber-search | QA274.23.O47 2003 |
| callnumber-sort | QA 3274.23 O47 42003 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 820 |
| classification_tum | MAT 606f |
| ctrlnum | (OCoLC)249586255 (DE-599)BVBBV017449094 |
| dewey-full | 519.221 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 21 519.2 |
| dewey-search | 519.2 21 519.2 |
| dewey-sort | 3519.2 221 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 6. ed. |
| format | Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T19:18:07Z |
| institution | BVB |
| isbn | 3540047581 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010511272 |
| oclc_num | 249586255 |
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| physical | XXIII, 360 S. graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Springer |
| record_format | marc |
| series2 | Universitext |
| spelling | Øksendal, Bernt K. 1945- Verfasser (DE-588)128742054 aut Stochastic differential equations an introduction with applications Bernt Øksendal 6. ed. Berlin [u.a.] Springer 2003 XXIII, 360 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Universitext Literaturverz. S. 345 - 351 Stochastische Differentialgleichung Stochastic differential equations Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 s DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010511272&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Øksendal, Bernt K. 1945- Stochastic differential equations an introduction with applications Stochastische Differentialgleichung Stochastic differential equations Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4057621-8 |
| title | Stochastic differential equations an introduction with applications |
| title_auth | Stochastic differential equations an introduction with applications |
| title_exact_search | Stochastic differential equations an introduction with applications |
| title_full | Stochastic differential equations an introduction with applications Bernt Øksendal |
| title_fullStr | Stochastic differential equations an introduction with applications Bernt Øksendal |
| title_full_unstemmed | Stochastic differential equations an introduction with applications Bernt Øksendal |
| title_short | Stochastic differential equations |
| title_sort | stochastic differential equations an introduction with applications |
| title_sub | an introduction with applications |
| topic | Stochastische Differentialgleichung Stochastic differential equations Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Stochastische Differentialgleichung Stochastic differential equations |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010511272&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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