Stochastic differential equations: an introduction with applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2005
|
| Ausgabe: | 6. ed., corr. 3. print. |
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 349 - 356 |
| Beschreibung: | XXVII, 365 S. graph. Darst. |
| ISBN: | 9783540047582 3540047581 |
Internformat
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| 245 | 1 | 0 | |a Stochastic differential equations |b an introduction with applications |c Bernt Øksendal |
| 250 | |a 6. ed., corr. 3. print. | ||
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2005 | |
| 300 | |a XXVII, 365 S. |b graph. Darst. | ||
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| 490 | 0 | |a Universitext | |
| 500 | |a Literaturverz. S. 349 - 356 | ||
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Datensatz im Suchindex
| _version_ | 1804135454368333824 |
|---|---|
| adam_text | Contents
1
1.1
1.2
1.3
Problems
1.4
1.5
1.6
2
2.1
2.2
Exercises
3
3.1
3.2
3.3
Exercises
4
Theorem
4.1
4.2
4.3
Exercises
5
5.1
5.2
5.3
XXVI Contents
Exercises
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
Contents XXVII
12 Application
12.1
12.2
12.3
Exercises
Appendix A: Normal Random Variables
Appendix B: Conditional Expectation
Appendix C: Uniform Integrability and Martingale
Convergence
Appendix D: An Approximation Result
Solutions and Additional Hints to Some of the Exercises
References
List of Frequently Used Notation and Symbols
Index
|
| adam_txt |
Contents
1
1.1
1.2
1.3
Problems
1.4
1.5
1.6
2
2.1
2.2
Exercises
3
3.1
3.2
3.3
Exercises
4
Theorem
4.1
4.2
4.3
Exercises
5
5.1
5.2
5.3
XXVI Contents
Exercises
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
Contents XXVII
12 Application
12.1
12.2
12.3
Exercises
Appendix A: Normal Random Variables
Appendix B: Conditional Expectation
Appendix C: Uniform Integrability and Martingale
Convergence
Appendix D: An Approximation Result
Solutions and Additional Hints to Some of the Exercises
References
List of Frequently Used Notation and Symbols
Index |
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| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| edition | 6. ed., corr. 3. print. |
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| illustrated | Illustrated |
| index_date | 2024-07-02T15:02:23Z |
| indexdate | 2024-07-09T20:40:46Z |
| institution | BVB |
| isbn | 9783540047582 3540047581 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014863652 |
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| physical | XXVII, 365 S. graph. Darst. |
| publishDate | 2005 |
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| spelling | Øksendal, Bernt K. 1945- Verfasser (DE-588)128742054 aut Stochastic differential equations an introduction with applications Bernt Øksendal 6. ed., corr. 3. print. Berlin [u.a.] Springer 2005 XXVII, 365 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Universitext Literaturverz. S. 349 - 356 Stochastische Differentialgleichung 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=014863652&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 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_exact_search_txtP | 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 Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Stochastische Differentialgleichung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014863652&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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