Reflecting stochastic differential equations (RSDE) with jumps prove useful in a variety of applications. This book systematically presents the general theory and applications of RSDEs. The author derives the nonlinear filtering and Zakai equations, the Maximum Principle for stochastic optimal control, and the necessary and sufficient conditions for the existence of optimal control. He also develops the applications to the stochastic population control problem, the neurophysiological control problem. Most of the results ...
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Reflecting stochastic differential equations (RSDE) with jumps prove useful in a variety of applications. This book systematically presents the general theory and applications of RSDEs. The author derives the nonlinear filtering and Zakai equations, the Maximum Principle for stochastic optimal control, and the necessary and sufficient conditions for the existence of optimal control. He also develops the applications to the stochastic population control problem, the neurophysiological control problem. Most of the results presented are new and published here for the first time.
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Add this copy of Reflecting Stochastic Differential Equations With Jumps to cart. $85.54, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1999 by Chapman and Hall/CRC.
