Stochastic differential equations : an introduction with applications / Bernt Oksendal
Type de document : MonographieCollection : UniversitextLangue : anglais.Pays : Allemagne.Mention d'édition: 5th ed., corrected second printing 2000Éditeur : Berlin : Springer, 2000Description : 1 vol. (XIX-326 p.) : ill. ; 24 cmISBN : 3540637206.ISSN : 0172-5939.Bibliographie : Bibliogr. p. 313-318.Sujet MSC : 60Hxx, Probability theory and stochastic processes, Stochastic analysis60-01, Probability theory and stochastic processes, Instructional exposition (textbooks, tutorial papers, etc.)
60G35, Probability theory and stochastic processes -- Stochastic processes, Signal detection and filteringEn-ligne : Springerlink
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 60 OKS (Browse shelf) | Available | 00308-01 |
Bibliogr. p. 313-318
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