欧洲精算研究院丛书Backward StochasticDifferentialEquationswith Jumps and Thei 3 个回复 - 2436 次查看
Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance.Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a ...2015-4-16 19:16 - lasgpope - Forum
[下载] Modeling with Ito StochasticDifferentialEquations 5 个回复 - 2627 次查看
Modeling with Ito StochasticDifferentialEquations
by E. Allen
http://www.springer.com/mathemat ... k/978-1-4020-5952-0
About this book:
Dynamical systems with random influences occur through ...2010-3-26 20:59 - wzpinggu - 计量经济学与统计软件