Theory of Stochastic Differential Equations with Jumps and Applications

副标题: Mathematical and Analytical Techniques with Applications to Engineering (Mathematical ... Techniques with Applications to Engineering)

ISBN: 9780387250830

出版社: Springer

出版年: 2005-04-20

页数: 456

定价: USD 139.00

装帧: Hardcover

内容简介

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.