Bernt Øksendal

Bernt Øksendal's books

Stochastic Differential Equations: An Introduction with Applications

4.08 avg rating — 78 ratings

Applied Stochastic Control of Jump Diffusions

really liked it 4.00 avg rating — 7 ratings

Stochastic Calculus for Fractional Brownian Motion and Applications

really liked it 4.00 avg rating — 2 ratings

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

really liked it 4.00 avg rating — 1 rating

Malliavin Calculus for Lévy Processes with Applications to Finance

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Stochastic Differential Equations: An Introduction with Applications

0.00 avg rating — 0 ratings

Applied Stochastic Control of Jump Diffusions

0.00 avg rating — 0 ratings

Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems (Contributions to Economic Analysis, 200)

0.00 avg rating — 0 ratings

Spaces of Analytic Functions: Seminar held at Kristiansand, Norway, June 9-14, 1975 (Lecture Notes in Mathematics, 512)

0.00 avg rating — 0 ratings

Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996

0.00 avg rating — 0 ratings