Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering by Rong SITU
English | Apr. 20, 2005 | ISBN: 0387250832 | 434 Pages | PDF | 17 MB
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.