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Applied stochastic processes and control for Jump-diffusions : modeling, analysis, and computation /

Hanson, Floyd B.

Applied stochastic processes and control for Jump-diffusions : modeling, analysis, and computation / Floyd B. Hanson - Philadelphia, PA : Society for Industrial and Applied Mathematics, c2007 - xxix, 443 p. : ill. ; 26 cm. - Advances in design and control . - Advances in design and control .

Includes bibliographical references (p. 403-422) and index

ISBN: 9780898716337 (alk. paper) 0898716330 (alk. paper)

Subjects--Topical Terms:
Stochastic processes
Markov processes
Diffusion processes

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