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Stochastic differential equations : an introduction with applications
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Introduction
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Chapter 2
Some Mathematical Preliminaries
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Chapter 3
Itô Integrals
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Chapter 4
The Itô Formula and the Martingale Representation Theorem
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Chapter 5
Stochastic Differential Equations
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Chapter 6
The Filtering Problem
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Chapter 7
Diffusions: Basic Properties
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Chapter 8
Other Topics in Diffusion Theory
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Chapter 9
Applications to Boundary Value Problems
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Chapter 10
Application to Optimal Stopping
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Chapter 11
Application to Stochastic Control
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Chapter 12
Application to Mathematical Finance
Overall attention for this book and its chapters
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Mentioned by
twitter
4
X users
syllabi
2
institutions with syllabi
facebook
1
Facebook page
wikipedia
51
Wikipedia pages
Citations
dimensions_citation
2461
Dimensions
Readers on
mendeley
18
Mendeley
Book overview
1. Introduction
2. Some Mathematical Preliminaries
3. Itô Integrals
4. The Itô Formula and the Martingale Representation Theorem
5. Stochastic Differential Equations
6. The Filtering Problem
7. Diffusions: Basic Properties
8. Other Topics in Diffusion Theory
9. Applications to Boundary Value Problems
10. Application to Optimal Stopping
11. Application to Stochastic Control
12. Application to Mathematical Finance
Summary
X
Syllabi
Facebook
Wikipedia
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
2
syllabi from
2
institutions on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
Royal lnstitute of Technology
1
Unknown
Unknown
1
Economics, Education