Random Evolutions and Their Applications: New Trends


Write The First Customer Review

The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical ...

Random Evolutions and their Applications: New Trends 2010, Springer, Dordrecht

ISBN-13: 9789048154418


Random Evolutions and Their Applications: New Trends 2000, Springer, Dordrecht, Netherlands

ISBN-13: 9780792362647

2000 edition