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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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