Theory of Stochastic Differential Equations with Jumps and Applications - Info and Reading Options
Mathematical and Analytical Techniques with Applications to Engineering
By Rong SITU
"Theory of Stochastic Differential Equations with Jumps and Applications" is published by Springer in April 20, 2005, it has 434 pages and the language of the book is English.
“Theory of Stochastic Differential Equations with Jumps and Applications” Metadata:
- Title: ➤ Theory of Stochastic Differential Equations with Jumps and Applications
- Author: Rong SITU
- Language: English
- Number of Pages: 434
- Publisher: Springer
- Publish Date: April 20, 2005
“Theory of Stochastic Differential Equations with Jumps and Applications” Subjects and Themes:
- Subjects: ➤ Stochastic differential equations - Stochastic processes - Difference equations - Differential equations
Edition Identifiers:
- The Open Library ID: OL7444755M - OL8055596W
- Online Computer Library Center (OCLC) ID: 58478359
- Library of Congress Control Number (LCCN): 2005045149
- ISBN-13: 9780387250830
- ISBN-10: 0387250832
- All ISBNs: 0387250832 - 9780387250830
AI-generated Review of “Theory of Stochastic Differential Equations with Jumps and Applications”:
Snippets and Summary:
A stochastic integral is a kind of integral quite different from the usual deterministic integral.
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