Stochastic Differential Equations: An Introduction with Applications
Description
Stochastic Differential Equations: An Introduction with Applications By Oksendal, Bernt Published by Springer Publication Date: 2006-05-01 Subject: Mathematics Calculus, Mathematics Differential Equations General, Mathematics Mathematical Analysis, Mathematics Probability & Statistics General, Mathematics Differential Equations - General, Mathematics Probability & Statistics - General, Science Physics Mathematical & Computational, Science System Theory, Calculus & Mathematical Analysis, Differential Calculus & Equations, Calculus And Mathematical Analysis, Calculus Of Variations, Cybernetics And Systems Theory, Differential Calculus And Equations, Mathematical Physics, Optimization, Probability And Statistics, Stochastics, Mathematics, Differential Equations, Partial, Distribution (Probability Theory, Global Analysis (Mathematics), Mathematical Optimization, Systems Theory, Mathematics Probability & Statistics General, Science Physics Mathematical & Computational, Science System Theory, Mathematics Calculus, Mathematics Differential Equations General, Stochastics, Calculus And Mathematical Analysis, Probability And Statistics, Mathematical Physics, Cybernetics And Systems Theory, Calculus Of Variations, Optimization, Differential Calculus And Equations, Mathematics, Differential Equations, Partial, Mathematical Optimization, Systems Theory, Distribution (Probability Theory, Global Analysis (Mathematics), Mathematics, Anf: Mathematics, Mathematics Mathematical Analysis, Differential Calculus & Equations Subject Keywords: Boundary value problem; Martingale; Random variable; Stochastic calculus; Uniform integrability; differential equations; filtering problem; filtering theory; linear optimization; mathematical finance; optimal filtering; stochastic control; stochastic differential equations Genre: Calculus & Mathematical Analysis Target Audience: A Read for the Modern Generation
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