TY  - BOOK
AU  - Bernt Øksendal
TI  - Stochastic differential equations : : an introduction with applications
T2  - Universitext 
SN  - 978-3-540-04758-2
AV  - QA274.23 
PY  - 2011///]
CY  - New York
PB  - Springer
KW  - Mathematics
N1  - 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

ER  -