株式会社極東書店トップ ＞ 商品一覧 ＞ Theory of Stochastic Differential Equations with Jumps and Applications : Mathematical and Analytical Techniques with Applications to Engineering. 2005 ed..
商品詳細
Theory of Stochastic Differential Equations with Jumps and Applications : Mathematical and Analytical Techniques with Applications to Engineering. 2005 ed..
・ISBN 978-0-387-25083-0 hard EUR 229.99
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| 著者・編者 | SITU, Rong, |
|---|---|
| シリーズ | Mathematical and Analytical Techniques with Applications to Engineering |
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2005 |
| ページ数 | 434 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-23518＞ |
解説
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.