Applied stochastic control of jump diffusions

Applied stochastic control of jump diffusions

Bibliografske podrobnosti
Glavni avtor: Øksendal, B. K. (Bernt Karsten) 1945-
Drugi avtorji: Sulem, Agnes
Format: Knjiga
Jezik:English
Izdano: Berlin, New York Springer c2005.
Serija:Universitext
Teme:
Stochastic control theory.
Stochastic processes.
Viscosity solutions.