libcats.org
Главная

Theory of Stochastic Differential Equations with Jumps and Applications

Обложка книги Theory of Stochastic Differential Equations with Jumps and Applications

Theory of Stochastic Differential Equations with Jumps and Applications

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.
Популярные книги за неделю:

Ключ к сверхсознанию

Автор:
Категория: Путь к себе
Размер книги: 309 Kb

Contemporary Theatre, Film and Television, Volume 97

Автор:
Размер книги: 3.18 Mb
Только что пользователи скачали эти книги:

Java 2 Enterprise Edition Bible

Автор: , Автор:
Размер книги: 3.16 Mb

Standard Catalog of World Coins 2001 to Date

Автор:
Категория: info, guide, hobby, collection
Размер книги: 105.13 Mb

Computational Science and Its Applications - ICCSA 2008, part 1

Автор: , Автор: , Автор: , Автор: , Автор:
Категория: CsLn_
Размер книги: 73.97 Mb

2010 Standard Catalog of World Coins 2001-Date

Автор: , Автор:
Размер книги: 82.27 Mb

2012 Standard Catalog of World Coins 2001-Date

Автор: , Автор:
Категория: info, guide, hobby, collection
Размер книги: 129.61 Mb

Электронная техника. Начало

Автор:
Категория: science, technical, civil, hardware
Размер книги: 1.87 Mb