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
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