Theory of Stochastic Differential Equations with Jumps and Applications
Author:   Rong Situ
Publisher:   Springer
ISBN:  

9780387505718


Pages:   460
Publication Date:   16 September 2008
Format:   Undefined
Availability:   Out of stock   Availability explained


Our Price $65.87 Quantity:  
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Theory of Stochastic Differential Equations with Jumps and Applications


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Overview

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.

Full Product Details

Author:   Rong Situ
Publisher:   Springer
Imprint:   Springer
Dimensions:   Width: 23.40cm , Height: 2.40cm , Length: 15.60cm
Weight:   0.640kg
ISBN:  

9780387505718


ISBN 10:   0387505717
Pages:   460
Publication Date:   16 September 2008
Audience:   General/trade ,  General
Format:   Undefined
Publisher's Status:   Unknown
Availability:   Out of stock   Availability explained

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