Over 10 mio. titler Fri fragt ved køb over 499,- Hurtig levering Forlænget returret til 31/01/25

Theory of Stochastic Differential Equations with Jumps and Applications

- Mathematical and Analytical Techniques with Applications to Engineering

  • Format
  • Bog, hardback
  • Engelsk

Beskrivelse

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.

Læs hele beskrivelsen
Detaljer
Størrelse og vægt
coffee cup img
10 cm
book img
15,5 cm
23,5 cm

Findes i disse kategorier...

Se andre, der handler om...

Machine Name: SAXO081