The content of this book covers Ito integral and martingale representation, stochastic differential equation, filtering , basic property and other topics of diffusion theory, application in boundary value problem, application in the aspect of optimal stopping, application in stochastic control and mathematical finance.
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paperback. Condition: New. Paperback. Pub Date: 2012 Pages: 318 Language: English Publisher: Science Press modern data Renditions 19: Introduction to stochastic differential equations and application (6th edition) It integrator and martingale representation theorem stochastic differential equations. the filtering problem. the basic nature of the diffusion theory and other topics in the boundary value problem. the application of optimal stopping. randomized controlled field and mathematical finance. Modern data Renditio. Seller Inventory # CC042265
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