Applied stochastic processes and control for Jump-diffusions
Subtitle: modeling, analysis, and computation
By: Floyd B. Hanson.
Publisher: Society for Industrial and Applied Mathematics
Published: 2007
Place of publication: Philadelphia, PA
Language: eng
ISBN-13: 9780898716337
Subjects: Stochastic processes; Markov processes; Diffusion processes
Notes: Includes bibliographical references and index.