Applied Stochastic Processes and Control for Jump Diffusions

Name: Applied Stochastic Processes and Control for Jump Diffusions
Brand: Society for Industrial & Applied Mathematics,U.S.
SKU: 9780898716337
Price: 722.23 RON
Availability: InStock

Modeling, Analysis, and Computation

Autor: Floyd B. Hanson

Limbă:

Legare: Carte broșată

Editura: Society for Industrial & Applied Mathematics,U.S.

Disponibilitate: șansă 50%

Şanse de a obține acest titlu

722.23 lei

This self-contained, practical, entry-level text integrates the basic principles of applied mathemat...

Informații despre carte

Autor

Floyd B. Hanson

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2007

Pagini

472

EAN

9780898716337

ISBN

0898716330

Enbook ID

02050201

Editura

Society for Industrial & Applied Mathematics,U.S.

Greutate

Dimensiuni

260 x 183 x 26

Descriere completă

This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems. The book emphasises modelling and problem solving, and presents sample applications in financial engineering and biomedical modelling. Computational and analytic exercises and examples are included throughout. While classical applied mathematics is used in most of the chapters to set up systematic derivations and essential proofs, the final chapter bridges the gap between the applied and the abstract worlds to give readers an understanding of the more abstract literature on jump diffusions. Appendices are available on the book's supplementary Web page.

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Applied Stochastic Processes and Control for Jump Diffusions

Modeling, Analysis, and Computation

Informații despre carte

Descriere completă

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