Theory of Stochastic Differential Equations with Jumps and Applications is popular PDF and ePub book, written by Rong SITU in 2006-05-06, it is a fantastic choice for those who relish reading online the Technology & Engineering genre. Let's immerse ourselves in this engaging Technology & Engineering book by exploring the summary and details provided below. Remember, Theory of Stochastic Differential Equations with Jumps and Applications can be Read Online from any device for your convenience.

Theory of Stochastic Differential Equations with Jumps and Applications Book PDF Summary

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.

Detail Book of Theory of Stochastic Differential Equations with Jumps and Applications PDF

Theory of Stochastic Differential Equations with Jumps and Applications
  • Author : Rong SITU
  • Release : 06 May 2006
  • Publisher : Springer Science & Business Media
  • ISBN : 9780387251752
  • Genre : Technology & Engineering
  • Total Page : 444 pages
  • Language : English
  • PDF File Size : 10,5 Mb

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