Universitext - Stochastic Differential Equations
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Published By Springer Berlin Heidelberg

9783540152927, 9783662130506

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Introduction

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-13050-6_1 ◽

1985 ◽

pp. 1-6

Author(s):

Bernt Øksendal

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Applications to Partial Differential Equations

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-13050-6_8 ◽

1985 ◽

pp. 120-142

Author(s):

Bernt Øksendal

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Partial Differential

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ITO Integrals

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-13050-6_3 ◽

1985 ◽

pp. 15-31

Author(s):

Bernt Øksendal

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Some Mathematical Preliminaries

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-13050-6_2 ◽

1985 ◽

pp. 7-14

Author(s):

Bernt Øksendal

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Application to Optimal Stopping

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-13050-6_9 ◽

1985 ◽

pp. 143-170

Author(s):

Bernt Øksendal

Keyword(s):

Optimal Stopping

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The Filtering Problem

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-13050-6_6 ◽

1985 ◽

pp. 51-78

Author(s):

Bernt Øksendal

Keyword(s):

Filtering Problem

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Application to Stochastic Control

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-13050-6_10 ◽

1985 ◽

pp. 171-188

Author(s):

Bernt Øksendal

Keyword(s):

Stochastic Control

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Diffusions

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-13050-6_7 ◽

1985 ◽

pp. 79-119

Author(s):

Bernt Øksendal

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Stochastic Differential Equations

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-13050-6_5 ◽

1985 ◽

pp. 38-50 ◽

Cited By ~ 16

Author(s):

Bernt Øksendal

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Stochastic Integrals and the ITO Formula

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-13050-6_4 ◽

1985 ◽

pp. 32-37

Author(s):

Bernt Øksendal

Keyword(s):

Stochastic Integrals ◽

Itô Formula ◽

Ito Formula

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Universitext - Stochastic Differential EquationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Introduction

Applications to Partial Differential Equations

ITO Integrals

Some Mathematical Preliminaries

Application to Optimal Stopping

The Filtering Problem

Application to Stochastic Control

Diffusions

Stochastic Differential Equations

Stochastic Integrals and the ITO Formula

Universitext - Stochastic Differential Equations
Latest Publications