Kontakt
Kako kupovati
Dostava
Savjetnik za kupnju
Applied Stochastic Processes and Control for Jump Diffusions
Modeling, Analysis, and Computation
Engleski
330 b
Do 30 dana za povrat
Kupci su kupili i
/
Meki uvez
26.12
€
/
Meki uvez
51.64
€
This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems. The book emphasises modelling and problem solving, and presents sample applications in financial engineering and biomedical modelling. Computational and analytic exercises and examples are included throughout. While classical applied mathematics is used in most of the chapters to set up systematic derivations and essential proofs, the final chapter bridges the gap between the applied and the abstract worlds to give readers an understanding of the more abstract literature on jump diffusions. Appendices are available on the book's supplementary Web page.
Informacije o knjizi
Engleski
Poklonite ovu knjigu još danas
To je jednostavno
1 Dodajte knjigu u košaricu i odaberite isporuku kao poklon 2 Zauzvrat ćemo vam poslati kupon 3 Knjiga dolazi na adresu poklonoprimcaMoglo bi vas zanimati i
/
Tvrdi uvez
234.35
€
/
Tvrdi uvez
25.31
€
/
Tvrdi uvez
123.17
€
Dobar dan! Ja sam Libroamiko, vaš književni savjetnik.
Kako vam mogu pomoći?