Universitext - Stochastic Differential Equations
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Published By Springer Berlin Heidelberg

9783540517405, 9783662025741

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Diffusions: Basic Properties

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-02574-1_7 ◽

1989 ◽

pp. 69-83

Author(s):

Bernt Øksendal

Keyword(s):

Basic Properties

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Ito Integrals

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-02574-1_3 ◽

1989 ◽

pp. 13-27

Author(s):

Bernt Øksendal

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Application to Stochastic Control

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-02574-1_11 ◽

1989 ◽

pp. 148-163

Author(s):

Bernt Øksendal

Keyword(s):

Stochastic Control

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Introduction

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-02574-1_1 ◽

1989 ◽

pp. 1-4

Author(s):

Bernt Øksendal

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Applications to Boundary Value Problems

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-02574-1_9 ◽

1989 ◽

pp. 107-124

Author(s):

Bernt Øksendal

Keyword(s):

Boundary Value Problems ◽

Boundary Value

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Stochastic Differential Equations

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-02574-1_5 ◽

1989 ◽

pp. 35-45 ◽

Cited By ~ 6

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 ◽

10.1007/978-3-662-02574-1_4 ◽

1989 ◽

pp. 28-34

Author(s):

Bernt Øksendal

Keyword(s):

Stochastic Integrals ◽

Itô Formula ◽

Ito Formula

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Some Mathematical Preliminaries

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-02574-1_2 ◽

1989 ◽

pp. 5-12

Author(s):

Bernt Øksendal

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The Filtering Problem

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-02574-1_6 ◽

1989 ◽

pp. 46-68

Author(s):

Bernt Øksendal

Keyword(s):

Filtering Problem

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Universitext - Stochastic Differential Equations
Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Diffusions: Basic Properties

Ito Integrals

Application to Stochastic Control

Introduction

Applications to Boundary Value Problems

Stochastic Differential Equations

Stochastic Integrals and the Ito Formula

Some Mathematical Preliminaries

Other Topics in Diffusion Theory

The Filtering Problem

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Universitext - Stochastic Differential EquationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Diffusions: Basic Properties

Ito Integrals

Application to Stochastic Control

Introduction

Applications to Boundary Value Problems

Stochastic Differential Equations

Stochastic Integrals and the Ito Formula

Some Mathematical Preliminaries

Other Topics in Diffusion Theory

The Filtering Problem

Universitext - Stochastic Differential Equations
Latest Publications