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Some Mathematical Preliminaries

  • Bernt Øksendal
Part of the Universitext book series (UTX)

Abstract

Having stated the problems we would like to solve, we now proceed to find reasonable mathematical notions corresponding to the quantities mentioned and mathematical models for the problems.

Keywords

Brownian Motion Gaussian Process Stochastic Differential Equation Random Quantity Stochastic Control Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1985

Authors and Affiliations

  • Bernt Øksendal
    • 1
  1. 1.Department of MathematicsUniversity of OsloBlindern, Oslo 3Norway

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