Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering - Image 1

£138.57

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

Name: Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering
Brand: Springer
Price: 138.57 GBP
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Description

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.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 1441937714
Category: Books > Subjects > Science, Nature & Maths > Engineering & Technology > Chemical
Domain: Amazon UK
Release Date: 08 December 2010
Listed Since: 06 July 2010

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

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