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.
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.