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Theory of Stochastic Differential Equations with Jumps and Applications
Situ Rong
€ 284.05
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Description for Theory of Stochastic Differential Equations with Jumps and Applications
Paperback. Series: Mathematical and Analytical Techniques with Applications to Engineering. Num Pages: 434 pages, biography. BIC Classification: KCBM; PBW; TBJ; TGMF; UGC. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 23. Weight in Grams: 635.
Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. 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. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.
Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. 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. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag New York Inc. United States
Number of pages
434
Condition
New
Series
Mathematical and Analytical Techniques with Applications to Engineering
Number of Pages
434
Place of Publication
New York, NY, United States
ISBN
9781441937711
SKU
V9781441937711
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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