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Random Evolutions and their Applications: New Trends

By Anatoly Swishchuk
Paperback
$109.99
By Anatoly Swishchuk
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The book is devoted to the new trends in random evolutions and their various applications to shastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, shastic stability and optimal control of random evolutions, shastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as shastic models of financial and insurance mathematics in an incomplete market. I...

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