Bernt Øksendal

4 books

Applied Stochastic Control of Jump Diffusions by Bernt Øksendal, Agnès Sulem

Applied Stochastic Control of Jump Diffusions

Universitext

Bernt Øksendal, Agnès Sulem

436 pages • missing pub info (editions)

nonfiction business economics mathematics informative medium-paced
Malliavin Calculus for Lévy Processes with Applications to Finance by Bernt Øksendal, Frank Proske, Giulia Di Nunno

Malliavin Calculus for Lévy Processes with Applications to Finance

Universitext

Bernt Øksendal, Frank Proske, Giulia Di Nunno

413 pages • missing pub info (editions)

nonfiction business mathematics challenging informative medium-paced
Stochastic Differential Equations: An Introduction with Applications by Bernt Øksendal

Stochastic Differential Equations: An Introduction with Applications

Universitext

Bernt Øksendal

379 pages • missing pub info (editions)

nonfiction mathematics
Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach by Bernt Øksendal, Helge Holden, Jan Ubøe

Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach

Probability and Its Applications

Bernt Øksendal, Helge Holden, Jan Ubøe

304 pages • missing pub info (editions)

nonfiction mathematics science informative medium-paced