MetadatenAuthor details: | Peter Imkeller, Sylvie RoellyGND |
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URN: | urn:nbn:de:kobv:517-opus-16397 |
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Publication series (Volume number): | Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe (paper 035) |
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Publication type: | Postprint |
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Language: | German |
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Publication year: | 2007 |
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Publishing institution: | Universität Potsdam |
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Release date: | 2008/03/07 |
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Tag: | Doblin; Doeblin; Döblin; Kolmogorov-Gleichung; Stochastische Analysis; Vincent; Wolfgang; Wolfgang |
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Source: | Mitteilungen der Deutschen Mathematikervereinigung (MDMV). - ISSN 0947-4471. - 15 (2007), S. 154 - 159 |
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Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
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| Extern / Extern |
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DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
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MSC classification: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G07 General theory of processes |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G40 Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60] |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Hxx Stochastic analysis [See also 58J65] / 60H10 Stochastic ordinary differential equations [See also 34F05] |
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License (German): | Keine öffentliche Lizenz: Unter Urheberrechtsschutz |
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