Applied stochastic processes and control for Jump-diffusions : modeling, analysis, and computation /

Applied stochastic processes and control for Jump-diffusions : modeling, analysis, and computation / Floyd B. Hanson.

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Bibliographic Details
Main Author: Hanson, Floyd B.
Format: Book
Language:English
Published: Philadelphia, PA : Society for Industrial and Applied Mathematics, ©2007.
Series:Advances in design and control.
Subjects:
Stochastic processes.
Markov processes.
Diffusion processes.
Description
Physical Description:xxix, 443 pages : illustrations ; 26 cm.
Bibliography:Includes bibliographical references (pages 403-422) and index.
ISBN:9780898716337 (alk. paper)
0898716330 (alk. paper)

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