Stochastic Differential Equations

By Bernt K. Oksendal

Stochastic Differential Equations

By Bernt Oksendal

From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential...

Stochastic differential equations

By Bernt Oksendal

From the reviews to the first edition: Most of the literature about stochastic differential equations seems to place so much emphasis on rigor and completeness that it scares the nonexperts away. T...

Stochastic differential equations

By Bernt Oksendal, B. K. Oksendal

The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an...

Stochastic Differential Equations

By Bernt Oksendal

Stochastic Differential Equations

By Bernt K. Oksendal, B. K. Oksendal, Bernt Oksendal

This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its...

Applied Stochastic Control of Jump Diffusions Universitext

By Agnes Sulem, Bernt Oksendal

Applied Stochastic Control of Jump Diffusions Universitext

By Agnes Sulem Bialobroda, Bernt Oksendal

Stochastic Differential Equations

By Bernt Oksendal

From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential...

Stochastic Differential Equations

By Bernt Oksendal