In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas

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 BS

This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on th

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.