Applied Stochastic Processes and Control for Jump Diffusions
Modeling, Analysis, and Computation
By (author) Floyd B. Hanson
Normal Price: $245.00
Your Price: $220.50 AUD, inc. GST
Shipping: $7.95 per order
You Save: $24.50! (10% off normal price)
Plus...earn $11.02 in Boomerang Bucks
Availability: Available to Backorder, No Due Date for Supply
Applied Stochastic Processes and Control for Jump Diffusions by Floyd B. Hanson
Book DescriptionThis self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems. The book emphasises modelling and problem solving, and presents sample applications in financial engineering and biomedical modelling. Computational and analytic exercises and examples are included throughout. While classical applied mathematics is used in most of the chapters to set up systematic derivations and essential proofs, the final chapter bridges the gap between the applied and the abstract worlds to give readers an understanding of the more abstract literature on jump diffusions. Appendices are available on the book's supplementary Web page.
Buy Applied Stochastic Processes and Control for Jump Diffusions book by Floyd B. Hanson from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780898716337
(247mm x 174mm x 26mm)
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 22-Nov-2007
Country of Publication: United States
» Have you read this book? We'd like to know what you think about it - write a review about Applied Stochastic Processes and Control for Jump Diffusions book by Floyd B. Hanson and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Author Biography - Floyd B. Hanson
Floyd B. Hanson is Professor Emeritus in the Department of Mathematics, Statistics, and Computer Science at the University of Illinois, Chicago. He received the Premier UIC Award for Excellence in Teaching for 2001 and has published approximately 100 research papers.
Bestselling Books: Our Current Bestsellers | Australia's Hottest 1000 Books | Bestselling Fiction | Bestselling Crime Mysteries and Thrillers | Bestselling Non Fiction Books | Bestselling Sport Books | Bestselling Gardening and Handicrafts Books | Bestselling Biographies | Bestselling Food and Drink | Bestselling History | Bestselling Travel Books | Bestselling School Textbooks & Study Guides | Bestselling Children's General Non-Fiction | Bestselling Young Adult Fiction | Bestselling Children's Fiction | Bestselling Picture Books | Top 100 US Bestsellers
Phone: 1300 36 33 32 (9am-5pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2017. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687
For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.