Related Books

Reflecting Stochastic Differential Equations with Jumps and Applications
Language: en
Pages: 228
Authors: Situ Rong
Categories: Mathematics
Type: BOOK - Published: 1999-08-05 - Publisher: CRC Press

DOWNLOAD EBOOK

Many important physical variables satisfy certain dynamic evolution systems and can take only non-negative values. Therefore, one can study such variables by st
Theory of Stochastic Differential Equations with Jumps and Applications
Language: en
Pages: 444
Authors: Rong SITU
Categories: Technology & Engineering
Type: BOOK - Published: 2006-05-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic
An Introduction to Stochastic Differential Equations with Reflection
Language: en
Pages: 90
Authors: Andrey Pilipenko
Categories:
Type: BOOK - Published: 2014 - Publisher: Universitätsverlag Potsdam

DOWNLOAD EBOOK

Backward Stochastic Differential Equations with Jumps and Applications
Language: en
Pages: 333
Authors: Rong Situ
Categories: Stochastic differential eqations
Type: BOOK - Published: 2000 - Publisher:

DOWNLOAD EBOOK

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
Language: en
Pages: 285
Authors: Łukasz Delong
Categories: Mathematics
Type: BOOK - Published: 2013-06-12 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BS