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Applied Stochastic Processes and Control for Jump-Diffusions
Floyd B. Hanson
其他書名
Modeling, Analysis, and Computation
出版SIAM, 2007-01-01
主題Mathematics / AppliedMathematics / GeneralMathematics / Probability & Statistics / GeneralTechnology & Engineering / Engineering (General)Mathematics / Numerical Analysis
ISBN08987186359780898718638
URLhttp://books.google.com.hk/books?id=gStuMDplR3YC&hl=&source=gbs_api
EBookSAMPLE
註釋The book emphasizes modeling and problem solving and presents sample applications in financial engineering and biomedical modeling. Computational and analytic exercises and examples are included throughout. While classical applied mathematics is used in most of the chapters to set up systematic derivations and essential proofs, the final chapter bridges the gap between the applied and the abstract worlds to give readers an understanding of the more abstract literature on jump diffusions.