Applied Stochastic Differential Equations
Language: en
Pages: 327
Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Applied Stochastic Control of Jump Diffusions
Language: en
Pages: 436
Authors: Bernt Øksendal
Categories: Business & Economics
Type: BOOK - Published: 2019-04-17 - Publisher: Springer

Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap
Applied Stochastic Processes
Language: en
Pages: 312
Authors: G. Adomian
Categories: Mathematics
Type: BOOK - Published: 2014-05-09 - Publisher: Academic Press

Applied Stochastic Processes is a collection of papers dealing with stochastic processes, stochastic equations, and their applications in many fields of science
Applied Stochastic Models and Control for Finance and Insurance
Language: en
Pages: 341
Authors: Charles S. Tapiero
Categories: Business & Economics
Type: BOOK - Published: 2012-11-07 - Publisher: Springer

Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance
Applied Stochastic Processes
Language: en
Pages: 209
Authors: Ming Liao
Categories: Business & Economics
Type: BOOK - Published: 2013-07-22 - Publisher: CRC Press

Applied Stochastic Processes presents a concise, graduate-level treatment of the subject, emphasizing applications and practical computation. It also establishe
Applied Stochastic Control of Jump Diffusions
Language: en
Pages: 228
Authors: Bernt Øksendal
Categories: Mathematics
Type: BOOK - Published: 2004-11-25 - Publisher: Springer Science & Business Media

Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap
Applied Stochastic Models and Control for Finance and Insurance
Language: en
Pages: 341
Authors: Charles S. Tapiero
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance
Numerical Solution of Stochastic Differential Equations
Language: en
Pages: 680
Authors: Peter E. Kloeden
Categories: Mathematics
Type: BOOK - Published: 2011-06-15 - Publisher: Springer Science & Business Media

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Applied Stochastic Analysis
Language: en
Pages: 305
Authors: Weinan E
Categories: Education
Type: BOOK - Published: 2021-09-22 - Publisher: American Mathematical Soc.

This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of
Statistical Methods for Stochastic Differential Equations
Language: en
Pages: 509
Authors: Mathieu Kessler
Categories: Mathematics
Type: BOOK - Published: 2012-05-17 - Publisher: CRC Press

The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in