Oksendal, Bernt
Libros de: Oksendal, Bernt
Mostrando 2 libros encontrados. (1 páginas).
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Applied Stochastic Control Of Jump Diffusions.
Oksendal, Bernt Sulem, A.
Springer (2004)
- EAN: 9783540140238
- Páginas: 208
- Fecha de edición: 2004
pvp.49,95 €
Sin Stock. Posibilidad entre 11 y 20 dias
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ...
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Stochastic Differential Equations
Oksendal, Bernt
Springer (2003)
- EAN: 9783540047582
- Páginas: 360
- Fecha de edición: 2003
pvp.48,95 €
Sin Stock. Posibilidad entre 11 y 20 dias
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 importance for many applications in such ...