Stochastic modelling and applied probability ;

書目資訊

[1 - 20] from 8 results found (0.9 sec)

Pages: [ 1 ]

controlled diffusion processes /

stochastic stability of differential...

stochastic stability of differential equations

stochastic simulation :

stochastic differential equations, b...

stochastic differential equations, backward sdes, partial differential equations

controlled markov processes and visc...

controlled markov processes and viscosity solutions /

numerical solution of stochastic dif...

numerical solution of stochastic differential equations with jumps in finance /

optimal stopping rules

discretization of processes