Shelfclass_id | 2.J |
Sortkey | ØKSENDAL, B. K |
Authors | B. K. Øksendal, Agnès Sulem |
Title | Applied Stochastic Control of Jump Diffusions |
Publisher | Springer-Verlag |
Year | c2005 |
Languages | eng |
Isbn | 3540140239 |
Description | (acid-free paper) x, 208 p. ill. 24 cm |
Record date | 20060622 |
Location | New York |
Keywords | Stochastic control theory, Stochastic processes, Viscosity solutions |
Notes | Oksendal, Öksendal |