Theory of Stochastic Differential Equations With Jumps And Applications
Theory of Stochastic Differential Equations with Jumps and Applications (Repost) eBooks & eLearning
Posted by AvaxGenius at June 5, 2025
Theory of Stochastic Differential Equations with Jumps and Applications by Rong Situ
English | PDF | 2005 | 444 Pages | ISBN : 0387250832 | 17.9 MB
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.
Rong SITU, Theory of Stochastic Differential Equations with Jumps and Applications (Repost) eBooks & eLearning
Posted by Direktor69 at Aug. 8, 2013
Rong SITU, Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering
ISBN: 0387250832 | edition 2005 | PDF | 443 pages | 17 mb
ISBN: 0387250832 | edition 2005 | PDF | 443 pages | 17 mb
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.
Theory of Stochastic Differential Equations with Jumps and Applications [Repost] eBooks & eLearning
Posted by Free butterfly at May 24, 2016
Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering by Rong SITU
English | Apr. 20, 2005 | ISBN: 0387250832 | 434 Pages | PDF | 17 MB
English | Apr. 20, 2005 | ISBN: 0387250832 | 434 Pages | PDF | 17 MB
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.
Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applicatio eBooks & eLearning
Posted by insetes at May 26, 2021
Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering By Rong SITU
2005 | 443 Pages | ISBN: 0387250832 | PDF | 18 MB
2005 | 443 Pages | ISBN: 0387250832 | PDF | 18 MB
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps eBooks & eLearning
Posted by nebulae at Oct. 8, 2013
Lukasz Delong, "Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps"
English | ISBN: 1447153308 | 2013 | 286 pages | PDF | 3 MB
English | ISBN: 1447153308 | 2013 | 286 pages | PDF | 3 MB
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps [Repost] eBooks & eLearning
Posted by ChrisRedfield at July 20, 2015
![Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps [Repost]](https://pixhost.icu/avaxhome/fb/ab/0036abfb_medium.jpeg)
Lukasz Delong - Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps
Published: 2013-06-11 | ISBN: 1447153308 | PDF | 288 pages | 2.1 MB
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications (repost) eBooks & eLearning
Posted by hill0 at Sept. 30, 2017
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps (EAA Series) by Lukasz Delong
English | 11 Jun. 2013 | ISBN: 1447153308 | 300 Pages | PDF | 2.1 MB
English | 11 Jun. 2013 | ISBN: 1447153308 | 300 Pages | PDF | 2.1 MB
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications (Repost) eBooks & eLearning
Posted by nebulae at Nov. 1, 2017
T.E. Govindan, "Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications"
English | ISBN: 3319456822 | 2016 | 428 pages | PDF | 5 MB
English | ISBN: 3319456822 | 2016 | 428 pages | PDF | 5 MB
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications eBooks & eLearning
Posted by arundhati at Sept. 5, 2018
T.E. Govindan, "Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications"
2016 | ISBN-10: 3319456822 | 428 pages | EPUB | 6 MB
2016 | ISBN-10: 3319456822 | 428 pages | EPUB | 6 MB
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications eBooks & eLearning
Posted by arundhati at Jan. 9, 2017
T.E. Govindan, "Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications"
English | ISBN: 3319456822 | 2016 | 428 pages | PDF | 5 MB
English | ISBN: 3319456822 | 2016 | 428 pages | PDF | 5 MB