Applied Stochastic Control of Jump Diffusions

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