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Applied stochastic control of jump d...

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Oksendal, B. K. (1945-)

Applied stochastic control of jump diffusions

Record Type:	Language materials, printed : monographic
Author:	OksendalB. K., 1945-
Alternative Intellectual Responsibility:	SulemAgnes,
Place of Publication:	Berlin
Published:	Springer;
Year of Publication:	c2007
Edition:	2nd ed.
Description:	xiii, 257 p.ill. : 24 cm.;
Series:	Universitext
Subject:	Stochastic control theory -
Subject:	Stochastic processes -
Subject:	Viscosity solutions -
Notes:	Includes bibliographical references (p. [243]-249) and index
ISBN:	3540698256

Applied stochastic control of jump diffusions
Oksendal, B. K.

Applied stochastic control of jump diffusions / Bernt Oksendal, Agnes Sulem - 2nd ed.. - Berlin : Springer, c2007. - xiii, 257 p. ; ill. ; 24 cm.. - (Universitext).
Includes bibliographical references (p. [243]-249) and index.
ISBN 3540698256ISBN 9783540698258
Stochastic control theoryStochastic processesViscosity solutions

Sulem, Agnes

Applied stochastic control of jump diffusions
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200 1 $a Applied stochastic control of jump diffusions $f Bernt Oksendal, Agnes Sulem
205 $a 2nd ed.
210 $a Berlin $d c2007 $c Springer
215 1 $a xiii, 257 p. $c ill. $d 24 cm.
225 1 2 $a Universitext
300 $a Includes bibliographical references (p. [243]-249) and index
606 $a Stochastic control theory $3 529091 $2 lc $3 735668
606 $a Stochastic processes $3 397267 $2 lc $3 723426
606 $a Viscosity solutions $3 529092 $2 lc $3 735667
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700 $a Oksendal $b B. K. $g Bernt Karsten $f 1945- $3 529089
701 $a Sulem $b Agnes $3 529090
801 0 $b LWU $g AACR2
801 2 $a tw $b NFU $c 20090805 $g CCR $m 3

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629.8312 O41 2007

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