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Hanson, Floyd B., author
This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus...
Philadelphia: Society for Industrial and Applied Mathematics, 2007
e20450709
eBooks Universitas Indonesia Library
