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LEADER 00000nam a2200421 a 4500 
001    000020101185 
005    19991116000000.0 
008    990513t20002000flu      b    000 0 eng   
010    99033103 
015    GB99-66176 
019 1  20101185 
020    1584881259|q(acid-free paper) 
035    .b25520970 
040    DLC|beng|cDLC|dDLC|dOrLoB-B 
050 00 QA274.23|b.S525 2000 
050 00 QA274.23|b.S525 1999 
082    519.2|221 
082 00 519.2|221 
082 04 519.2|221 
100 1  Situ, Rong.|0http://id.loc.gov/authorities/names/n99036278
245 10 Reflecting stochastic differential equations with jumps 
       and applications /|cSitu Rong. 
264  1 Boca Raton :|bChapman & Hall/CRC,|c[2000] 
264  4 |c©2000 
300    205 pages ;|c24 cm. 
336    text|btxt|2rdacontent 
337    unmediated|bn|2rdamedia 
338    volume|bnc|2rdacarrier 
490 1  Chapman & Hall/CRC research notes in mathematics series ;
       |v408. 
504    Includes bibliographical references (pages 197-205). 
505 0  1. Some Recent Results on SDE with Jumps in 1-Dimensional 
       Space -- 2. Skorohod Problems with Given Cadlag Functions 
       -- 3. Reflecting Stochastic Differential Equations with 
       Jumps -- 4. Properties of Solutions to RSDE with Jumps -- 
       5. Non-linear Filtering of RSDE -- 6. Stochastic Control -
       - 7. Stochastic Population Control. 
520    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. 
650  0 Stochastic differential equations.|0http://id.loc.gov/
       authorities/subjects/sh85128177 
650  0 Jump processes.|0http://id.loc.gov/authorities/subjects/
       sh85070997 
830  0 Chapman & Hall/CRC research notes in mathematics series ;
       |0http://id.loc.gov/authorities/names/n98107437|v408. 
907    .b25520970 
990    MARCIVE MELB 201906 
Location Call No. Status
 UniM ERC  519.22 SITU    AVAILABLE