Applied Stochastic Processes and Control for Jump Diffusions : Modeling, Analysis, and Computation

Language: English

Published by Society For Industrial And Applied Mathematics (SIAM) Nov 2007, 2007

0898716330 / 9780898716337

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump-diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems. The book emphasizes modeling and problem solving and presents sample applications in financial engineering and biomedical modeling. Computational and analytic exercises and examples are included throughout. While classical applied mathematics is used in most of the chapters to set up systematic derivations and essential proofs, the final chapter bridges the gap between the applied and the abstract worlds to give readers an understanding of the more abstract literature on jump-diffusions.An additional 160 pages of online appendices are available on a Web page that supplements the book.…

Seller Inventory # 9780898716337

Title
Applied Stochastic Processes and Control for Jump Diffusions : Modeling, Analysis, and Computation
Author
Floyd B Hanson
Publisher
Society For Industrial And Applied Mathematics (SIAM) Nov 2007
Publication year
2007
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0898716330
ISBN 13
9780898716337
Item weight
812 grams
Dimensions
247x174x26 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
First itemUS$ 39.11US$ 50.28
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