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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations

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Theory of Stochastic Differential Equations with Jumps and Applications - Mathematical and Analytical Techniques with Applications to Engineering (Hardcover, 2005 ed.) Loot Price: R6,578
Discovery Miles 65 780
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 (Hardcover, 2005 ed.)

Rong Situ

Series: Mathematical and Analytical Techniques with Applications to Engineering

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Loot Price R6,578 Discovery Miles 65 780 | Repayment Terms: R616 pm x 12*

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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: April 2005
First published: 2005
Authors: Rong Situ
Dimensions: 235 x 155 x 33mm (L x W x T)
Format: Hardcover
Pages: 434
Edition: 2005 ed.
ISBN-13: 978-0-387-25083-0
Categories: Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 0-387-25083-2
Barcode: 9780387250830

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