Stochastic Flows And Jump Diffusions
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Language: en
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Type: BOOK - Published: 2019 - Publisher:
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Type: BOOK - Published: 2019-03-26 - Publisher: Springer
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Type: BOOK - Published: 2019-05-06 - Publisher: Springer
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment o
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Type: BOOK - Published: 2007-04-26 - 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
Language: en
Pages: 364
Pages: 364
Type: BOOK - Published: 1990 - Publisher: Cambridge University Press
The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and t