Stochastic differential equations : basics and applications /

"In this collection, the authors begin by introducing a methodology for examining continuous-time Ornstein-Uhlenbech family processes defined by stochastic differential equations (SDEs). Additionally, a study is presented introducing the mathematics of mixed effect parameters in univariate and...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Deangelo, Tony G. (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hauppauge, New York : Nova Science Publishers Inc., [2018]
Colección:Mathematics research developments
Temas:
Stochastic differential equations.
Équations différentielles stochastiques.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Univariate and bivariate diffusion models : computational aspects and applications to forestry / Petras Rupys
  • Towards a new class of pseudo-stochastic differential equations driven by the Weierstrass function / Guy Jumarie
  • The use of Girsanov's Theorem to describe the risk-sensitive problem and application to optimal control / Adel Chala, Dahbia Hafayeda, and Rania Khallout
  • Hazard rate under frailty / V. Mandrekar and U.V. Naik-Nimbalkar.

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