TY  - BOOK
AU  - Øksendal,Bernt Karsten
TI  - Stochastic differential equations : : an introduction with applications / 
T2  - Universitext 
SN  - 9783540256625
PY  - 2005///
CY  - Berlin
PB  - Springer
KW  - Ecuaciones diferenciales
KW  - Control estocástico
KW  - Finanzas matemáticas
KW  - Integrales de Ito
N1  - Indice alfabético: p. 361-365; Lista de notaciones y símbolos de uso frecuente.; Apéndices: p. 305-348; Referencia bibliográfica: p. 349-356; 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
ER  -