LIBROS DEL AUTOR: changyong zhang

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  • Stochastic Differential Equations Driven by Levy Processes
    Changyong Zhang
    Stochastic differential equations driven by Levy processes are used as mathematical models for random dynamic phenomena in applications arising from fields such as finance and insurance, to capture continuous and discontinuous uncertainty. For many applications, a stochastic differential equation does not have a closed-form solution and the weak Euler approximation is applied. ...
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