| 书目名称 | Stochastic Differential Equations |
| 副标题 | An Introduction with |
| 编辑 | Bernt Øksendal |
| 视频video | |
| 丛书名称 | Universitext |
| 图书封面 |  |
| 描述 | These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge about the subject was assumed, but the presen tation is based on some background in measure theory. There are several reasons why one should learn more about stochastic differential equations: They have a wide range of applica tions outside mathematics, there are many fruitful connections to other mathematical disciplines and the subject has a rapidly develop ing life of its own as a fascinating research field with many interesting unanswered questions. Unfortunately most of the literature about stochastic differential equations seems to place so much emphasis on rigor and complete ness that is scares many nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view: Not knowing anything (except rumours, maybe) about a subject to start with, what would I like to know first of all? My answer would be: 1) In what situations does the subject arise? 2) What are its essential features? 3) What are the applications and the connections to other fields? I would not be so interested in the pro |
| 出版日期 | Textbook 19851st edition |
| 关键词 | Differential Equations; Equations; Optimal Filtering; Random variable; Rang; Stochastic Control; applicati |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-662-13050-6 |
| isbn_ebook | 978-3-662-13050-6Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
| issn_series | 0172-5939 |
| copyright | Springer-Verlag Berlin Heidelberg 1985 |
发表于 2025-3-21 19:33:47
