Stochastic differential equations : an introduction with applications / Bernt Oksendal

Auteur principal : Øksendal, Bernt Karsten, 1945-, AuteurType 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 analysis
60-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60G35, Probability theory and stochastic processes, Signal detection and filtering (aspects of stochastic processes)
En-ligne : Springerlink Item type: Monographie
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Bibliogr. p. 313-318

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