Universitext - Stochastic Differential Equations
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Published By Springer Berlin Heidelberg

9783540047582, 9783642143946

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Itô Integrals

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-642-14394-6_3 ◽

2003 ◽

pp. 21-42

Author(s):

Bernt Øksendal

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The Itô Formula and the Martingale Representation Theorem

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-642-14394-6_4 ◽

2003 ◽

pp. 43-63

Author(s):

Bernt Øksendal

Keyword(s):

Representation Theorem ◽

Itô Formula ◽

Ito Formula ◽

Martingale Representation ◽

Martingale Representation Theorem

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Application to Mathematical Finance

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-642-14394-6_12 ◽

2003 ◽

pp. 269-313

Author(s):

Bernt Øksendal

Keyword(s):

Mathematical Finance

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Application to Optimal Stopping

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-642-14394-6_10 ◽

2003 ◽

pp. 213-242

Author(s):

Bernt Øksendal

Keyword(s):

Optimal Stopping

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Introduction

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-642-14394-6_1 ◽

2003 ◽

pp. 1-5 ◽

Cited By ~ 6

Author(s):

Bernt Øksendal

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The Filtering Problem

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-642-14394-6_6 ◽

2003 ◽

pp. 85-114

Author(s):

Bernt Øksendal

Keyword(s):

Filtering Problem

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Diffusions: Basic Properties

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-642-14394-6_7 ◽

2003 ◽

pp. 115-140

Author(s):

Bernt Øksendal

Keyword(s):

Basic Properties

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Stochastic Differential Equations

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-642-14394-6_5 ◽

2003 ◽

pp. 65-84 ◽

Cited By ~ 129

Author(s):

Bernt Øksendal

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Application to Stochastic Control

Universitext - Stochastic Differential Equations ◽

10.1007/978-3-642-14394-6_11 ◽

2003 ◽

pp. 243-268

Author(s):

Bernt Øksendal

Keyword(s):

Stochastic Control

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Universitext - Stochastic Differential Equations
Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Itô Integrals

The Itô Formula and the Martingale Representation Theorem

Application to Mathematical Finance

Application to Optimal Stopping

Introduction

The Filtering Problem

Diffusions: Basic Properties

Other Topics in Diffusion Theory

Stochastic Differential Equations

Application to Stochastic Control

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Universitext - Stochastic Differential EquationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Itô Integrals

The Itô Formula and the Martingale Representation Theorem

Application to Mathematical Finance

Application to Optimal Stopping

Introduction

The Filtering Problem

Diffusions: Basic Properties

Other Topics in Diffusion Theory

Stochastic Differential Equations

Application to Stochastic Control

Universitext - Stochastic Differential Equations
Latest Publications