In simulation tests of dynamic states of the power system (PS), the database of parameters of mathematical models of generating units is most commonly used. In many cases, the parameter values are b……続きを見る
著者：Łukasz Delong
出版社： Springer London
発売日： 2013年06月12日
Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance.
Part I of this book presents the theory of BSDEs with Lipschitz generators driven b……続きを見る
