Hanson, Floyd B

Applied stochastic processes and control for Jump-diffusions : modeling, analysis, and computation (e-book) - Siam 2007 - 475p - Advances in Design and Control .

http://portal.igpublish.com/iglibrary/search/SIAMB0000355.main.html?1

9780898716337

Stochastic processes; Markov processes; Diffusion processes.

519.23 / (e-book)