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Theory of Stochastic Differential Equations with Jumps and Applications

- Mathematical and Analytical Techniques with Applications to Engineering

von Situ Rong

213,00 €

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.
- Buch
- 213,00 €
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