Theory of stochastic differential equations with jumps and applications: mathematical and analytical techniques with applications to engineering

Derivation of Ito's formulas, Girsanov's theorems and martingale representation theorem for stochastic DEs with jumpsApplications to population controlReflecting stochastic DE techniqueApplications to the stock market. (Backward stochastic DE approach)Derivation of Black-Scholes formula fo...

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Detalles Bibliográficos
Autor principal: SITU, Rong
Lenguaje:eng
Publicado: Springer 2005
Materias:
XX
Acceso en línea:http://cds.cern.ch/record/2283221

Internet

http://cds.cern.ch/record/2283221

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