Reflecting stochastic differential equations with jumps and applications
By: Situ Rong.
Series: Chapman & Hall/CRC research notes in mathematics series ;; 408
Publisher: Chapman & Hall/CRC
Published: 2000
Place of publication: Boca Raton
Language: eng
Number of pages: 205
Subjects: Stochastic differential equations.; Jump processes.
Notes: Includes bibliographical references (p. 197-205).