Øksendal, Bernt Karsten  1945- <br/><br/>
Stochastic differential equations :   an introduction with applications /  
Bernt Oksendal. 
 - 6a. ed. 
 - Berlin :  Springer,  2005. 
 - xxvii; 365 p. :    gráf. ;   23 cm 
 - Universitext  .
<br/><br/> Indice alfabético: p. 361-365.  Lista de notaciones y símbolos de uso frecuente.   Apéndices: p. 305-348. 
<br/><br/>Referencia bibliográfica: p. 349-356. 
<br/><br/>1. Introduction 2. Some mathematical preliminaries 3. Ito integrals 4. The ito formula and the martingale representation theorem 5. Stochastic differentail equations 6. The filtering problem 7. Diffusions: basic propierties 8. Other topics in diffusion theory 9. Applications to boundary value problems 10. Applications to optimal stopping 11. Application to stochastic control 12. Application to mathematical finance. 
<br/><br/><label>ISBN: </label>9783540256625 
<br/><br/><label>Subjects--Index Terms: </label>Ecuaciones diferenciales Control estocástico Finanzas matemáticas Integrales de Ito 
<br/><br/><label>Universal Decimal Class. No.: </label>517.9