Languages
Sulem, Agnes.
Overview
| Works: | 1 works in 1 publications in 1 languages | |
|---|---|---|
Titles
Applied Stochastic Control of Jump Diffusions
by:
SpringerLink (Online service); Oksendal, Bernt.; Sulem, Agnes.
(Language materials, printed)
Applied stochastic control of jump diffusions
by:
Oksendal, Bernt.; Sulem, Agnes.; SpringerLink (Online service)
(Language materials, printed)
Subjects
Stochastic processes.
Viscosity solutions.
Calculus of Variations and Optimal Control; Optimization.
Mathematics.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Operator Theory.
Operations Research, Mathematical Programming.
Stochastic control theory.
Systems Theory, Control.
Operations Research, Management Science.