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Beschreibung
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.
Mathematical and Analytical Techniques with Applications to Engineering
Details
| Verlag | Springer US |
| Ersterscheinung | 08. Dezember 2010 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 694 Gramm |
| Format | Softcover |
| ISBN-13 | 9781441937711 |
| Auflage | Softcover reprint of hardcover 1st ed. 2005 |
| Seiten | 434 |
Schlagwörter
Analysis, Angewandte Mathematik, Applications of Mathematics, Engineering Fluid Dynamics, Maschinenbau: Strömungsmechanik, Mathematical and Computational Engineering, Mathematical and Computational Engineering Applications, Mathematik für Ingenieure, Mathematische Analysis - allgemein, Mathematische Physik, Probability Theory, Probability Theory and Stochastic Processes, Stochastik, Theoretical - Mathematical and Computational Physics, Wahrscheinlichkeitsrechnung und Statistik
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