Stochastic differential equations. An introduction with applications.
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Publication:5967093
DOI10.1007/978-3-642-14394-6zbMath1025.60026OpenAlexW4238187298MaRDI QIDQ5967093
Publication date: 22 July 2003
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-14394-6
stochastic differential equationsoptimal filteringstochastic analysisBrownian motionsfinancial market
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60Hxx)
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