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Stochastic differential equations : an introduction with applications (2007)

Øksendal, Bernt K., 1945-

Berlin [u.a.] :Springer,

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UID:

almahu_BV023045079

Format: XXIX, 369 S. : , graph. Darst.

Edition: 6. ed., corr. 4. print.

ISBN: 978-3-540-04758-2 , 3-540-04758-1

Series Statement: Universitext

Note: Literaturverz. S. [351] - 359

Language: English

Subjects: Economics , Mathematics

RVK:

SK 820

RVK:

QH 237

Keywords: Stochastische Differentialgleichung ; Lehrbuch

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016248543&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

URL: Cover

URL: Kapitel 1

URL: Inhaltsverzeichnis

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016248543&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

Author information: Øksendal, Bernt K., 1945-

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Stochastic differential equations : an introduction with applications (1995)

Øksendal, Bernt K. 1945-

Berlin [u.a.] :Springer,

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UID:

almafu_BV010332057

Format: XVI, 271 S.

Edition: 4. ed.

ISBN: 3-540-60243-7 , 0-387-60243-7

Series Statement: Universitext

Note: Literaturverz. S. 252 - 260

Language: English

Subjects: Economics , Mathematics

RVK:

QH 237

RVK:

SK 820

Keywords: Stochastische Differentialgleichung ; Einführung ; Lehrbuch

URL: Inhaltsverzeichnis

URL: Cover

URL: Inhaltstext

Author information: Øksendal, Bernt K. 1945-

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Stochastic differential equations : an introduction with applications (1998)

Øksendal, Bernt K., 1945-

Berlin [u.a.] :Springer,

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UID:

almahu_BV011767755

Format: XIX, 324 S. : , graph. Darst.

Edition: 5. ed.

ISBN: 3-540-63720-6

Series Statement: Universitext

Note: Literaturverz. S. 311 - 316

Language: English

Subjects: Mathematics

RVK:

SK 820

Keywords: Stochastische Differentialgleichung

URL: Inhaltsverzeichnis

URL: Cover

URL: Inhaltstext

URL: Inhaltsverzeichnis

Author information: Øksendal, Bernt K., 1945-

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Stochastic models and option values : applications to resources, environment and investment problems (1991)

Lund, Diderik ; Øksendal, Bernt K. 1945-

Amsterdam [u.a.] :North-Holland,

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UID:

almafu_BV004432230

Format: X, 301 S. : , graph. Darst.

ISBN: 0-444-88630-3

Series Statement: Contributions to economic analysis 200

Language: English

Subjects: Economics , Mathematics

RVK:

QK 650

RVK:

SD 1989

Keywords: Investition ; Mathematisches Modell ; Finanzierung ; Mathematisches Modell ; Optionsgeschäft ; Mathematisches Modell ; Stochastischer Prozess ; Optionsgeschäft ; Stochastischer Prozess ; Konferenzschrift ; Konferenzschrift ; Konferenzschrift

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002749547&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

URL: Inhaltsverzeichnis

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002749547&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

Author information: Øksendal, Bernt K. 1945-

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Stochastic differential equations : an introduction with applications (2003)

Øksendal, Bernt K. 1945-

Berlin [u.a.] :Springer,

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UID:

almafu_BV017449094

Format: XXIII, 360 S. : , graph. Darst.

Edition: 6. ed.

ISBN: 3-540-04758-1

Series Statement: Universitext

Note: Literaturverz. S. 345 - 351

Language: English

Subjects: Mathematics

RVK:

SK 820

Keywords: Stochastische Differentialgleichung ; Einführung ; Bibliografie

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010511272&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

URL: Inhaltsverzeichnis

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010511272&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

URL: Cover

URL: Inhaltsverzeichnis

URL: Inhaltstext

URL: http://www.loc.gov/catdir/enhancements/fy0816/2003052637-d.html

Author information: Øksendal, Bernt K. 1945-

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Stochastic differential equations : an introduction with applications (1992)

Øksendal, Bernt K., 1945-

Berlin u.a. :Springer,

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UID:

almahu_BV004687441

Format: XIII, 224 S.

Edition: 3. ed.

ISBN: 3-540-53335-4 , 0-387-53335-4

Series Statement: Universitext

Language: English

Subjects: Economics , Mathematics

RVK:

SK 820

RVK:

QH 237

Keywords: Stochastische Differentialgleichung

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002879079&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

URL: Inhaltsverzeichnis

URL: Cover

URL: Inhaltstext

URL: Inhaltsverzeichnis

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002879079&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

Author information: Øksendal, Bernt K., 1945-

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Stochastic differential equations : an introduction with applications (1989)

Øksendal, Bernt K. 1945-

Berlin u.a. :Springer,

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UID:

almafu_BV002468714

Format: XV, 186 S. : graph. Darst.

Edition: 2. ed.

ISBN: 3-540-51740-5 , 0-387-51740-5 , 3-540-15292-X , 0-387-15292-X

Series Statement: Universitext

Note: Literaturverz. S. 172 - 179

Language: English

Subjects: Economics , Mathematics

RVK:

QH 237

RVK:

SK 820

Keywords: Stochastische Differentialgleichung

Author information: Øksendal, Bernt K. 1945-

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Online Resource

Applied stochastic control of jump diffusions / (2019)

Øksendal, Bernt K., 1945-, ; Sulem, Agnès.

Cham :Springer,

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UID:

almahu_BV045860512

Format: 1 Online-Ressource (xvi, 436 Seiten) : , Illustrationen, Diagramme.

Edition: Third edition

ISBN: 978-3-030-02781-0

Series Statement: Universitext

Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-030-02779-7

Language: English

Subjects: Economics , Mathematics

RVK:

QH 237

RVK:

SK 820

RVK:

SK 880

Keywords: Lévy-Prozess ; Sprungprozess ; Diffusionsprozess ; Stochastische Kontrolltheorie

DOI: 10.1007/978-3-030-02781-0

URL: Volltext (URL des Erstveröffentlichers)

URL: lizenzpflichtig

URL: Inhaltstext

Author information: Sulem, Agnès.

Author information: Øksendal, Bernt K., 1945-,

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Applied stochastic control of jump diffusions / (2005)

Øksendal, Bernt K., 1945- ; Sulem, Agnès.

Berlin [u.a.] :Springer,

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UID:

almahu_BV017249451

Format: X, 208 S. : , graph. Darst.

ISBN: 3-540-14023-9

Series Statement: Universitext

Note: Auch als Internetausgabe

Language: English

Subjects: Economics , Mathematics

RVK:

SK 880

RVK:

QH 237

Keywords: Lévy-Prozess ; Sprungprozess ; Diffusionsprozess ; Stochastische Kontrolltheorie

URL: Errata 1

URL: Kapitel 1

URL: Cover

URL: Inhaltsverzeichnis

URL: Inhaltstext

URL: http://www.loc.gov/catdir/enhancements/fy0816/2004114982-d.html

Author information: Sulem, Agnès.

Author information: Øksendal, Bernt K., 1945-

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Stochastic analysis and related topics VI : proceedings of the sixth Oslo Silivri workshop, Geilo 1996 (1998)

Decreusefond, Laurent, 1966- ; Gjerde, Jon. ; Øksendal, Bernt K., 1945- ; [et al.]

Boston ; Basel ; Berlin :Birkhäuser,

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UID:

almahu_BV011792283

Format: vi, 408 Seiten : , Illustrationen.

ISBN: 3-7643-4018-5 , 0-8176-4018-5 , 978-1-4612-2022-0

Series Statement: Progress in probability Volume 42

Note: Literaturangaben

Additional Edition: Erscheint auch als Online-Ausgabe ISBN 978-1-4612-2022-0

Language: English

Subjects: Mathematics

RVK:

SD 1996

RVK:

SK 820

Keywords: Stochastische Analysis ; Konferenzschrift ; Konferenzschrift ; Konferenzschrift ; Kongress ; Konferenzschrift ; Konferenzschrift

URL: Inhaltsverzeichnis

URL: Inhaltstext

URL: Inhaltsverzeichnis

Author information: Decreusefond, Laurent, 1966-

Author information: Øksendal, Bernt K., 1945-

Author information: Üstünel, Ali Süleyman, 1950-

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