Applied Stochastic Processes and Control for Jump Diffusions Modeling Analysis and Computation

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Applied Stochastic Processes and Control for Jump Diffusions Modeling Analysis and Computation

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Applied Stochastic Processes and Control for Jump Diffusions Modeling Analysis and Computation

This self-contained practical entry-level textbook 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. An additional 160 pages of online appendices are available on a Web page that supplements the book.
  • 品牌: Society for Industrial & Applied Mathematics,U.S
  • 类别: 教育
  • 语言: English
  • 作者: Applied Stochastic Processes and Control for Jump Diffusions: Modeling Analysis and Computation
  • 出版日期: 2025-02-22
  • 页数: 472
  • 出版社/标签: Society for Industrial & Applied Mathematics,U.S
  • 格式: Paperback
  • Fruugo ID: 515139421-1050934675
  • ISBN: 9780898716337
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