Theory of Stochastic Differential Equations with Jumps and Applications : Mathematical and Analytical Techniques with Applications to Engineering (Mathematical ... Techniques with Applications to Engineering)

theory of stochastic differential equations with jumps and applications : mathematical and analytical techniques with applications to engineering (mathematical ... techniques with applications to engineering)

more information about Theory of Stochastic Differential Equations with Jumps and Applications : Mathematical and Analytical Techniques with Applications to Engineering (Mathematical ... Techniques with Applications to Engineering)

Theory of Stochastic Differential Equations with Jumps and Applications : Mathematical and Analytical Techniques with Applications to Engineering (Mathematical ... Techniques with Applications to Engineering)

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Book Description
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.

Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering (Mathematical ... Techniques with Applications to Engineering),Rong SITU,Springer,0387250832,Applied,Differential Equations,Engineering - Mechanical,Mathematical Physics,Mathematics,Science/Mathematics,Stochastic differential equati,Stochastic differential equations,Mathematics / Applied,Stochastics

Books Info:

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Books Info

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