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

Author(s)

• Hanson, Floyd B.

Bibliographic Information

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

Floyd B. Hanson

（Advances in design and control / editor-in-chief, John A. Burns）

Society for Industrial and Applied Mathematics, c2007

Note

Includes bibliographical references (p. 403-422) and index

Details

• NCID: BA84086024
• ISBN:
  • 9780898716337
• LCCN: 2007061739
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Philadelphia, PA
• Pages/Volumes: xxix, 443 p.
• Size: 26 cm
• Classification:
  • LCC : QA274
  • DC22 : 519.2/3
• Subject Headings:
  • LCSH : Stochastic processes
  • LCSH : Markov processes
  • LCSH : Diffusion processes
• Parent Bibliography ID:
  • BA45082828