Theory Of Stochastic Differential Equations With Jumps And Applications: Mathematical and Analytical Techniques with Applications to Engineering

Situ, Rong

ISBN 10: 0387250832 / ISBN 13: 9780387250830

Edité par Secaucus, New Jersey, U.S.A.: Springer Verlag, 2005

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**INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.

N° de réf. du vendeur ABE-7987237738

Détails bibliographiques

• Titre: Theory Of Stochastic Differential Equations With Jumps And Applications: Mathematical and Analytical Techniques with Applications to Engineering
• Éditeur: Secaucus, New Jersey, U.S.A.: Springer Verlag
• Date de parution: 2005
• Langue: anglais
• ISBN à 10 chiffres: 0387250832
• ISBN à 13 chiffres: 9780387250830
• Reliure: Soft cover
• Édition: International Edition
• État de l'article: New
• État de la jaquette: New

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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.