An introduction to stochastic differential equations (Q2871888)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An introduction to stochastic differential equations |
scientific article; zbMATH DE number 6244559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An introduction to stochastic differential equations |
scientific article; zbMATH DE number 6244559 |
Statements
13 January 2014
0 references
white noise
0 references
Brownian motion
0 references
Itô stochastic calculus
0 references
optimal stopping problems
0 references
An introduction to stochastic differential equations (English)
0 references
