Theory of Stochastic Differential Equations with Jumps and Applications

SITU Rong

ISBN 10: 0387250832 / ISBN 13: 9780387250830

Edité par Springer, 2005

A propos de cet article

pp. 456 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.

N° de réf. du vendeur 7601578

Détails bibliographiques

• Titre: Theory of Stochastic Differential Equations with Jumps and Applications
• Éditeur: Springer
• Date de parution: 2005
• Langue: anglais
• ISBN à 10 chiffres: 0387250832
• ISBN à 13 chiffres: 9780387250830
• Reliure: Couverture rigide
• État de l'article: New

A propos de ce titre

Synopsis

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.