Topic
Jump processes
14 books
Numerical solution of stochastic differential equations with jumps in finance
Eckhard Platen, Nicola Bruti-Liberati
Financial modelling with jump processes
Rama Cont, Peter Tankov.
Jump linear systems in automatic control
Michel Mariton.
From Markov Jump Processes to Spatial Queues
L. Breuer
Resistance forms, quasisymmetric maps, and heat kernel estimates
Jun Kigami
Reflecting stochastic differential equations with jumps and applications
Situ Rong.
Sliding Mode Control of Semi-Markovian Jump Systems
Baoping Jiang, Hamid Reza Karimi
On control problems for jump linear systems
Adam Czornik
Stochastic Integration with Jumps
Klaus Bichteler
Stochastic calculus of variations for jump processes
Yasushi Ishikawa
Showing 10 of 14 books