Information on the volume editors:
All the Editors are working in stochastic analysis. Bernt Øksendal received the Nansen Prize in 1996 and was elected member of the Norwegian Academy of Science and Letters in 1996.
15 Ebooks von Bernt oksendal
Laurent Decreusefond & Bernt Oksendal: Stochastic Analysis and Related Topics VII
One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath a …
PDF
Englisch
DRM
€113.72
Laurent Decreusefond & Jon Gjerde: Stochastic Analysis and Related Topics VI
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PDF
Englisch
DRM
€114.55
Helge Holden & Bernt Oksendal: Stochastic Partial Differential Equations
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the supp …
PDF
Englisch
DRM
€166.93
Agnes Sulem & Bernt oksendal: Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applica …
EPUB
Englisch
DRM
€70.38
Agnes Sulem & Bernt oksendal: Applied Stochastic Control of Jump Diffusions
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PDF
Englisch
DRM
€76.76
Bernt Oksendal: Stochastic Differential Equations
From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic different …
PDF
Englisch
DRM
€92.15
Bernt Oksendal: Stochastic Differential Equations
From the reviews to the first edition:Most of the literature about stochastic differentialequations seems to place so much emphasis on rigor andcompleteness that it scares the nonexperts away. These …
PDF
Englisch
DRM
€92.66
Bernt Oksendal: Stochastic Differential Equations
The main new feature of the fifth edition is the addition of a new chapter, Chapter 12, on applications to mathematical finance. I found it natural to include this material as another major applicati …
PDF
Englisch
DRM
€92.66
Bernt Oksendal: Stochastic Differential Equations
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 pre …
PDF
Englisch
DRM
€92.65
Agnes Sulem & Bernt oksendal: Applied Stochastic Control of Jump Diffusions
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PDF
Englisch
DRM
€40.96
Francesca Biagini & Yaozhong Hu: Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (f Bm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes f Bm an interesting ob …
PDF
Englisch
€128.39
Fred Espen Benth & Giulia Di Nunno: Stochastic Analysis and Applications
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central rese …
PDF
Englisch
€149.79
