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Theory of Stochastic Differential Equations with Jumps and Applications
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Theory of Stochastic Differential Equations with Jumps and Applications

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.
Undertitel
Mathematical and Analytical Techniques with Applications to Engineering
Författare
Rong SITU
Upplaga
Softcover of orig. ed. 2005
ISBN
9781441937711
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2010-12-08
Sidor
434