Stochastic Differential Equations Driven by Levy Processes

Lingua: inglese

Editore: LAP LAMBERT Academic Publishing Dez 2011, 2011

3847306057 / 9783847306054

Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.

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Venditore AbeBooks dal 11 gennaio 2012

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This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic differential equations driven by Levy processes are used as mathematical models for random dynamic phenomena in applications arising from fields such as finance and insurance, to capture continuous and discontinuous uncertainty. For many applications, a stochastic differential equation does not have a closed-form solution and the weak Euler approximation is applied. In such numerical treatment of stochastic differential equations, it is of theoretical and practical importance to estimate the rate of convergence of the discrete time approximation. In this book, it is systematically investigated the dependence of the rate of convergence on the regularity of the coefficients and driving processes. The model under consideration is of a more general form than existing ones, and hence is applicable to a broader range of processes, from the widely-studied diffusions and stochastic differential equations driven by spherically-symmetric stable processes to stochastic differential equations driven by more general Levy processes. These processes can be found in a variety of fields, including physics, engineering, economics, and finance. 120 pp. Englisch.…

Codice articolo 9783847306054

Titolo
Stochastic Differential Equations Driven by Levy Processes
Autore
Changyong Zhang
Editore
LAP LAMBERT Academic Publishing Dez 2011
Anno di pubblicazione
2011
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
3847306057
ISBN 13
9783847306054
Peso dell'articolo
197 grammi
Dimensioni
220x150x8 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 11 gennaio 2012

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 5 a 15 giorni lavorativiDa 5 a 15 giorni lavorativi
Primo articoloEUR 23,00EUR 23,00
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