{"product_id":"applied-stochastic-processes-and-control-for-jump-diffusions-modeling-analysis-and-computation-paperback-softback-9780898716337","title":"Applied Stochastic Processes and Control for Jump Diffusions; Modeling, Analysis, and Computation (Paperback \/ softback) 9780898716337","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eApplied Stochastic Processes and Control for Jump Diffusions\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eModeling, Analysis, and Computation\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cem\u003eA practical, entry-level text integrating the basic principles of applied mathematics and probability, and computational science.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eFloyd B. Hanson (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780898716337, Society for Industrial and Applied Mathematics\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePaperback \/ softback, published 22 November 2007\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e474 pages\u003cbr\u003e25.4 x 17.9 x 2.6 cm, 0.81 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThis 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.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface\u003cbr\u003e 1. Stochastic jump and diffusion processes\u003cbr\u003e 2. Stochastic integration for diffusions\u003cbr\u003e 3. Stochastic integration for jumps\u003cbr\u003e 4. Stochastic calculus for jump-diffusions\u003cbr\u003e 5. Stochastic calculus for general Markov SDEs\u003cbr\u003e 6. Stochastic dynamic programming\u003cbr\u003e 7. Kolmogorov equations\u003cbr\u003e 8. Computational Stochastic control methods\u003cbr\u003e 9. Stochastic simulations\u003cbr\u003e 10. Applications in financial engineering\u003cbr\u003e 11. Applications in mathematical niology and medicine\u003cbr\u003e 12. Applied guide to abstract stochastic processes\u003cbr\u003e Bibliography\u003cbr\u003e Index\u003cbr\u003e A. Appendix online: deterministic optimal control\u003cbr\u003e B. Appendix online: preliminaries in probability and analysis\u003cbr\u003e C. Appendix online: MATLAB programs.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Numerical analysis [\u003ca title=\"See our other books on Numerical analysis\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Numerical%20analysis%20%5BPBKS%5D%22\"\u003ePBKS\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Society for Industrial and Applied Mathematics","offers":[{"title":"Brand New","offer_id":52515969204504,"sku":"9780898716337","price":83.99,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/freshlyprintedbooks.co.uk\/products\/applied-stochastic-processes-and-control-for-jump-diffusions-modeling-analysis-and-computation-paperback-softback-9780898716337","provider":"Freshly Printed Books","version":"1.0","type":"link"}