Theory of Stochastic Differential Equations with Jumps and Applications : Mathematical and Analytical Techniques with Applications to Engineering
This book is written for people who are interested in stochastic differential equations (SDEs) and their applications. It shows how to introduce and define the Ito integrals, to establish Ito s differential rule (the so-called Ito formula), to solve the SDEs, and to establish Girsanov s theorem and...
Na minha lista:
| Autor principal: | |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
New York, NY :
Springer US : Imprint: Springer
[20..].
Cham : Springer Nature |
| Colecção: | Mathematical and Analytical Techniques with Applications to Engineering
|
| Acesso em linha: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Theory of stochastic differential equations with jumps and applications, mathematical and analytical techniques with applications to engineering, Rong Situ, 2005, New York, Springer, 1 vol. (XX-434 p.), Mathematical and analytical techniques with applications to engineering, 978-0387-25083-0 |