Universitext - Stochastic Differential Equations
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Published By Springer Berlin Heidelberg

9783540602439, 9783662031858

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Applications to Boundary Value Problems

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-03185-8_9 ◽

1995 ◽

pp. 160-182

Author(s):

Bernt Øksendal

Keyword(s):

Boundary Value Problems ◽

Boundary Value

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Ito Processes and the Ito Formula

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-03185-8_4 ◽

1995 ◽

pp. 40-58

Author(s):

Bernt Øksendal

Keyword(s):

Itô Formula ◽

Ito Formula

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Ito Integrals

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-03185-8_3 ◽

1995 ◽

pp. 18-39

Author(s):

Bernt Øksendal

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Application to Stochastic Control

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-03185-8_11 ◽

1995 ◽

pp. 212-235

Author(s):

Bernt Øksendal

Keyword(s):

Stochastic Control

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The Filtering Problem

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-03185-8_6 ◽

1995 ◽

pp. 75-102

Author(s):

Bernt Øksendal

Keyword(s):

Filtering Problem

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Application to Optimal Stopping

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-03185-8_10 ◽

1995 ◽

pp. 183-211

Author(s):

Bernt Øksendal

Keyword(s):

Optimal Stopping

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Stochastic Differential Equations

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-03185-8_5 ◽

1995 ◽

pp. 59-74 ◽

Cited By ~ 18

Author(s):

Bernt Øksendal

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Diffusions: Basic Properties

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-03185-8_7 ◽

1995 ◽

pp. 103-123

Author(s):

Bernt Øksendal

Keyword(s):

Basic Properties

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Some Mathematical Preliminaries

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-03185-8_2 ◽

1995 ◽

pp. 5-17

Author(s):

Bernt Øksendal

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Introduction

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-662-03185-8_1 ◽

1995 ◽

pp. 1-4

Author(s):

Bernt Øksendal

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Universitext - Stochastic Differential EquationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Applications to Boundary Value Problems

Ito Processes and the Ito Formula

Ito Integrals

Application to Stochastic Control

The Filtering Problem

Application to Optimal Stopping

Stochastic Differential Equations

Diffusions: Basic Properties

Some Mathematical Preliminaries

Introduction

Universitext - Stochastic Differential Equations
Latest Publications