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Theory of Stochastic Differential Equations with Jumps and Applications - Mathematical and Analytical Techniques with Applications to Engineering (Paperback, Softcover reprint of hardcover 1st ed. 2005) Loot Price: R6,692

Discovery Miles 66 920

Repayment Terms: R627 pm x 12*

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Theory of Stochastic Differential Equations with Jumps and Applications - Mathematical and Analytical Techniques with...

Theory of Stochastic Differential Equations with Jumps and Applications - Mathematical and Analytical Techniques with Applications to Engineering (Paperback, Softcover reprint of hardcover 1st ed. 2005)

Rong Situ

Series: Mathematical and Analytical Techniques with Applications to Engineering

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Loot Price R6,692 Discovery Miles 66 920 | Repayment Terms: R627 pm x 12*

Expected to ship within 10 - 15 working days

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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.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Mathematical and Analytical Techniques with Applications to Engineering
Release date:	December 2010
First published:	2005
Authors:	Rong Situ
Dimensions:	235 x 155 x 23mm (L x W x T)
Format:	Paperback
Pages:	434
Edition:	Softcover reprint of hardcover 1st ed. 2005
ISBN-13:	978-1-4419-3771-1
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Physics > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematics for scientists & engineers Books > Professional & Technical > Mechanical engineering & materials > Materials science > Mechanics of fluids > General Promotions
LSN:	1-4419-3771-4
Barcode:	9781441937711