Spar
Theory of Stochastic Differential Equations with Jumps and Applications
Forfatter:
heftet, 2010
Engelsk
In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems.
- Undertittel
- Mathematical and Analytical Techniques with Applications to Engineering
- Forfatter
- Rong SITU
- Opplag
- Softcover of orig. ed. 2005
- ISBN
- 9781441937711
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 8.12.2010
- Antall sider
- 434
