Reflecting stochastic differential equations with jumps and applications /

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Bibliographic Details
Author / Creator:Situ, Rong.
Imprint:Boca Raton : Chapman & Hall/CRC, c2000.
Description:205 p.
Language:English
Series:Chapman & Hall/CRC research notes in mathematics series 408
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/4027088
Hidden Bibliographic Details
ISBN:1584881259 (alk. paper)
Notes:Includes bibliographical references and index.

MARC

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505 0 0 |g 1.  |t Some Recent Results on SDE with Jumps in 1-Dimensional Space --  |g 2.  |t Skorohod Problems with Given Cadlag Functions --  |g 3.  |t Reflecting Stochastic Differential Equations with Jumps --  |g 4.  |t Properties of Solutions to RSDE with Jumps --  |g 5.  |t Non-linear Filtering of RSDE --  |g 6.  |t Stochastic Control --  |g 7.  |t Stochastic Population Control. 
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