Applied Stochastic Processes and Control for Jump-Diffusions Elaine Feinstein from transport and tipping to

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Applied Stochastic Processes and Control for Jump-Diffusions Elaine Feinstein from transport and tipping toThis self contained, practical, entry level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus