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...
Κύριος συγγραφέας: | Situ, Rong (Συγγραφέας) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Boston, MA :
Springer US,
2005.
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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