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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 th...
| Call Number: | Libro Electrónico |
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| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
New York, NY :
Springer US : Imprint: Springer,
2005.
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| Edition: | 1st ed. 2005. |
| Series: | Mathematical and Analytical Techniques with Applications to Engineering,
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| Subjects: | |
| Online Access: | Texto Completo |