Uncertain Differential Equations
Author:   Kai Yao
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   1st ed. 2016
ISBN:  

9783662527276


Pages:   158
Publication Date:   06 September 2016
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Uncertain Differential Equations


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Full Product Details

Author:   Kai Yao
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   1st ed. 2016
Dimensions:   Width: 15.50cm , Height: 1.10cm , Length: 23.50cm
Weight:   3.849kg
ISBN:  

9783662527276


ISBN 10:   3662527278
Pages:   158
Publication Date:   06 September 2016
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Introduction.- Uncertain Variable.- Uncertain Process.- Contour Process.- Uncertain Calculus.- Uncertain Differential Equation.- Uncertain Calculus with Renewal Process.- Uncertain Differential Equation with Jumps.- Multi-Dimensional Uncertain Differential Equation.- High-Order Uncertain Differential Equation.

Reviews

The book under review is the first textbook on this topic. ... The book is well organized and endowed with many illustrative examples. It is suitable for mathematicians interested in the finance theory. (Andrzej Nowak, zbMATH 1378.60009, 2018)


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