Stochastic Differential Equations: An Introduction with Applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2003
|
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This edition contains detailed solutions of selected exercises. Many readers have requested this, because it makes the book more suitable for self-study. At the same time new exercises (without solutions) have beed added. They have all been placed in the end of each chapter, in order to facilitate the use of this edition together with previous ones. Several errors have been corrected and formulations have been improved. This has been made possible by the valuable comments from (in alphabetical order) Jon Bohlin, Mark Davis, Helge Holden, Patrick Jaillet, Chen Jing, Natalia Koroleva,MarioLefebvre,Alexander Matasov,Thilo Meyer-Brandis, Keigo Osawa, Bjørn Thunestvedt, Jan Ubøe and Yngve Williassen. I thank them all for helping to improve the book. My thanks also go to Dina Haraldsson, who once again has performed the typing and drawn the ?gures with great skill. Blindern, September 2002 Bernt Øksendal xv Preface to Corrected Printing, Fifth Edition The main corrections and improvements in this corrected printing are from Chapter 12. I have bene?tted from useful comments from a number of p- ple, including (in alphabetical order) Fredrik Dahl, Simone Deparis, Ulrich Haussmann, Yaozhong Hu, Marianne Huebner, Carl Peter Kirkebø, Ni- lay Kolev, Takashi Kumagai, Shlomo Levental, Geir Magnussen, Anders Øksendal, Jur ¨ gen Pottho?, Colin Rowat, Stig Sandnes, Lones Smith, S- suo Taniguchi and Bjørn Thunestvedt. I want to thank them all for helping me making the book better. I also want to thank Dina Haraldsson for pro?cient typing |
| Beschreibung: | 1 Online-Ressource (XXVII, 379 p) |
| ISBN: | 9783642143946 9783540047582 |
| ISSN: | 0172-5939 |
| DOI: | 10.1007/978-3-642-14394-6 |
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Datensatz im Suchindex
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| spelling | Øksendal, Bernt Verfasser aut Stochastic Differential Equations An Introduction with Applications by Bernt Øksendal Berlin, Heidelberg Springer Berlin Heidelberg 2003 1 Online-Ressource (XXVII, 379 p) txt rdacontent c rdamedia cr rdacarrier Universitext 0172-5939 This edition contains detailed solutions of selected exercises. Many readers have requested this, because it makes the book more suitable for self-study. At the same time new exercises (without solutions) have beed added. They have all been placed in the end of each chapter, in order to facilitate the use of this edition together with previous ones. Several errors have been corrected and formulations have been improved. This has been made possible by the valuable comments from (in alphabetical order) Jon Bohlin, Mark Davis, Helge Holden, Patrick Jaillet, Chen Jing, Natalia Koroleva,MarioLefebvre,Alexander Matasov,Thilo Meyer-Brandis, Keigo Osawa, Bjørn Thunestvedt, Jan Ubøe and Yngve Williassen. I thank them all for helping to improve the book. My thanks also go to Dina Haraldsson, who once again has performed the typing and drawn the ?gures with great skill. Blindern, September 2002 Bernt Øksendal xv Preface to Corrected Printing, Fifth Edition The main corrections and improvements in this corrected printing are from Chapter 12. I have bene?tted from useful comments from a number of p- ple, including (in alphabetical order) Fredrik Dahl, Simone Deparis, Ulrich Haussmann, Yaozhong Hu, Marianne Huebner, Carl Peter Kirkebø, Ni- lay Kolev, Takashi Kumagai, Shlomo Levental, Geir Magnussen, Anders Øksendal, Jur ¨ gen Pottho?, Colin Rowat, Stig Sandnes, Lones Smith, S- suo Taniguchi and Bjørn Thunestvedt. I want to thank them all for helping me making the book better. I also want to thank Dina Haraldsson for pro?cient typing Mathematics Differential equations, partial Systems theory Mathematical optimization Distribution (Probability theory) Economics Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Partial Differential Equations Economic Theory Mathematik Wirtschaft Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 s 1\p DE-604 https://doi.org/10.1007/978-3-642-14394-6 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Øksendal, Bernt Stochastic Differential Equations An Introduction with Applications Mathematics Differential equations, partial Systems theory Mathematical optimization Distribution (Probability theory) Economics Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Partial Differential Equations Economic Theory Mathematik Wirtschaft 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 by Bernt Øksendal |
| title_fullStr | Stochastic Differential Equations An Introduction with Applications by Bernt Øksendal |
| title_full_unstemmed | Stochastic Differential Equations An Introduction with Applications by Bernt Øksendal |
| title_short | Stochastic Differential Equations |
| title_sort | stochastic differential equations an introduction with applications |
| title_sub | An Introduction with Applications |
| topic | Mathematics Differential equations, partial Systems theory Mathematical optimization Distribution (Probability theory) Economics Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Partial Differential Equations Economic Theory Mathematik Wirtschaft Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Mathematics Differential equations, partial Systems theory Mathematical optimization Distribution (Probability theory) Economics Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Partial Differential Equations Economic Theory Mathematik Wirtschaft Stochastische Differentialgleichung |
| url | https://doi.org/10.1007/978-3-642-14394-6 |
| work_keys_str_mv | AT øksendalbernt stochasticdifferentialequationsanintroductionwithapplications |