FREE delivery to all EXCLUSIVE BOOKS stores nationwide. FREE delivery to your door on all orders over R450. Excludes all international deliveries.

  • Not safe to deliver by Christmas NOTSANTA SAFE
    Theory of Stochastic Differential Equations with Jumps and Applications

Theory of Stochastic Differential Equations with Jumps and Applications

Rong SITU

    Product form
      FORMAT: Hardback

      R 9,580.00 Price and availability exclusive to website

      YOU COULD EARN 9,580 FUTURE RETAIL DISCOUNTS.
      ESTIMATED DELIVERY: Approx. 20 - 30 Business Days
      BUY NOW PAY LATER
      From R 1,596.66 per month!
      3x monthly payments of R 3,193.33 with
      4x fortnightly payments of R 2,395.00 with

      Format:

      Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.
      CONTRIBUTORS: Rong SITU EAN: 9780387250830 COUNTRY: United States PAGES: WEIGHT: 1790 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 2005-04-20 CITY: GENRE: MATHEMATICS / Applied, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Mathematical Analysis, SCIENCE / Physics / Mathematical & Computational, TECHNOLOGY & ENGINEERING / Engineering (General) WIDTH: 155 cm SPINE:

      Book Themes:

      Calculus and mathematical analysis, Probability and statistics, Applied mathematics, Stochastics, Mathematical physics, Maths for engineers, Engineering: Mechanics of fluids

      Customer Reviews

      Be the first to write a review
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)

      Format:

      Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.
      CONTRIBUTORS: Rong SITU EAN: 9780387250830 COUNTRY: United States PAGES: WEIGHT: 1790 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 2005-04-20 CITY: GENRE: MATHEMATICS / Applied, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Mathematical Analysis, SCIENCE / Physics / Mathematical & Computational, TECHNOLOGY & ENGINEERING / Engineering (General) WIDTH: 155 cm SPINE:

      Book Themes:

      Calculus and mathematical analysis, Probability and statistics, Applied mathematics, Stochastics, Mathematical physics, Maths for engineers, Engineering: Mechanics of fluids

      Customer Reviews

      Be the first to write a review
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)

      Recently viewed products

      Login

      Forgot your password?

      Don't have an account yet?
      Create account