Situ, Rong. ,

Theory of stochastic differential equations with jumps and applications : mathematical and analytical techniques with applications to engineering / Rong Situ. - xv, 434 pages ; 25 cm. - Mathematical and analytical techniques with applications to engineering . - Mathematical and analytical techniques with applications to engineering .

Include index and bibliographical references

0387250832 9780387250830


Stochastic differential equations.

QA274.23 / .S57 2005