000			00995nam a22002177a 4500
003			OSt
005			20241113160038.0
008			191024b ||||| |||| 00| 0 eng d
020			_a978-3-540-04758-2
040			_cTata Book House _aICTS-TIFR
050			_aQA274.23
100			_aBernt Øksendal
245			_aStochastic differential equations _b: an introduction with applications
250			_a6th ed.
260			_aNew York: _bSpringer, _c[c2011]
300			_a324 p
490			_aUniversitext
505			_a1. 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
650			_aMathematics
942			_2lcc _cBK
999			_c2864 _d2864