語系
Sulem, Agnes.
概要
| 作品: | 1 作品在 1 項出版品 1 種語言 | |
|---|---|---|
書目資訊
Applied Stochastic Control of Jump Diffusions
by:
SpringerLink (Online service); Oksendal, Bernt.; Sulem, Agnes.
(書目-語言資料,印刷品)
Applied stochastic control of jump diffusions
by:
Oksendal, Bernt.; Sulem, Agnes.; SpringerLink (Online service)
(書目-語言資料,印刷品)
主題
Stochastic processes.
Mathematics.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Operations Research, Mathematical Programming.
Stochastic control theory.
Operations Research, Management Science.
Viscosity solutions.
Calculus of Variations and Optimal Control; Optimization.
Operator Theory.
Systems Theory, Control.