Coverart for item
The Resource Applied stochastic processes and control for Jump-diffusions : modeling, analysis, and computation, Floyd B. Hanson

Applied stochastic processes and control for Jump-diffusions : modeling, analysis, and computation, Floyd B. Hanson

Label
Applied stochastic processes and control for Jump-diffusions : modeling, analysis, and computation
Title
Applied stochastic processes and control for Jump-diffusions
Title remainder
modeling, analysis, and computation
Statement of responsibility
Floyd B. Hanson
Creator
Subject
Language
eng
Summary
"This 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 fro jump-diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a dump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems."--BOOK JACKET
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Hanson, Floyd B
Dewey number
519.2/3
Illustrations
illustrations
Index
index present
LC call number
QA274
LC item number
.H36 2007
Literary form
non fiction
Nature of contents
bibliography
Series statement
Advances in design and control
http://library.link/vocab/subjectName
  • Stochastic processes
  • Markov processes
  • Diffusion processes
Label
Applied stochastic processes and control for Jump-diffusions : modeling, analysis, and computation, Floyd B. Hanson
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 403-422) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
137222872
Dimensions
26 cm
Extent
xxix, 443 pages
Isbn
9780898716337
Isbn Type
(alk. paper)
Lccn
2007061739
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)137222872
Label
Applied stochastic processes and control for Jump-diffusions : modeling, analysis, and computation, Floyd B. Hanson
Publication
Bibliography note
Includes bibliographical references (pages 403-422) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
137222872
Dimensions
26 cm
Extent
xxix, 443 pages
Isbn
9780898716337
Isbn Type
(alk. paper)
Lccn
2007061739
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)137222872

Library Locations

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      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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