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Theory of Stochastic Differential Equations with Jumps and Applications - Softcover

SITU, Rong

 
9780387505718: Theory of Stochastic Differential Equations with Jumps and Applications
Softcover
ISBN 10: 0387505717 ISBN 13: 9780387505718
Publisher: Springer, 2008

This specific ISBN edition is currently not available.

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.

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Publisher
Springer
Publication date
2008
Language
English
ISBN 10 
0387505717
ISBN 13 
9780387505718
Binding
Paperback
Number of pages
460

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Other Popular Editions of the Same Title

9780387250830: Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering

Featured Edition

ISBN 10:  0387250832 ISBN 13:  9780387250830
Publisher: Springer, 2005
Hardcover