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

9780898716337 (alk. paper) 0898716330 (alk. paper)


Stochastic processes
Markov processes
Diffusion processes