Applied stochastic control of jump diffusions
Oksendal, B. K. 1945-
Applied stochastic control of jump diffusions [Book] / Bernt Øksendal, Agns̈ Sulem. - 2nd ed. - Berlin : Springer, c2007. - xiii, 257 p. : ill. ; 24 cm. - Universitext. .
All.
3540698256 9783540698258
Stochastic control theory.
Stochastic processes.
Viscosity solutions.
629.8312
Applied stochastic control of jump diffusions [Book] / Bernt Øksendal, Agns̈ Sulem. - 2nd ed. - Berlin : Springer, c2007. - xiii, 257 p. : ill. ; 24 cm. - Universitext. .
All.
3540698256 9783540698258
Stochastic control theory.
Stochastic processes.
Viscosity solutions.
629.8312