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- This well-established textbook on stochastic differential equations has turned out to be very useful to non-specialists of the subject and has sold steadily in 4 editions, both in the EU and US market
Part of the book series: Universitext (UTX)
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Table of contents (12 chapters)
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Front Matter
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Back Matter
About this book
Authors and Affiliations
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Department of Mathematics, University of Oslo, Oslo, Norway
Bernt Øksendal
Bibliographic Information
Book Title: Stochastic Differential Equations
Book Subtitle: An Introduction with Applications
Authors: Bernt Øksendal
Series Title: Universitext
DOI: https://doi.org/10.1007/978-3-662-03620-4
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1998
eBook ISBN: 978-3-662-03620-4Published: 09 March 2013
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 5
Number of Pages: XIX, 324
Topics: Probability Theory and Stochastic Processes, Partial Differential Equations, Theoretical, Mathematical and Computational Physics, Systems Theory, Control, Calculus of Variations and Optimal Control; Optimization