Applied Stochastic Control of Jump Diffusions

OKSENDAL, Bernt

Applied Stochastic Control of Jump Diffusions - 2nd ed. - New York Springer 2007 - xiii, 257p.

9783540698258


Stochastic control theory 2. Stochastic processes 3. Viscosity solutions 4.Distribution (Probability theory) 5. Finance 6. Operations research 7.Operator theory

629.831 / 2 OKS-A

Kashmere Gate Campus,Lothian Road, Kashmere Gate,Delhi-110006

Phone:+91-11-23863740/43

Powered by Koha