Theory of Stochastic Differential Equations with Jumps and Applications

出版者:Springer

作者:Rong SITU

页数:456

出版时间:2005-04-20

价格:USD 139.00

装帧:Hardcover

isbn号码:9780387250830

图书标签:随机过程专业课

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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.