Applied stochastic control of jump diffusions

Bibliographic Details
Main Author:	Øksendal, B. K. (Bernt Karsten) 1945-
Other Authors:	Sulem, Agnes
Format:	Book
Language:	English
Published:	Berlin, New York Springer c2005.
Series:	Universitext
Subjects:	Stochastic control theory. Stochastic processes. Viscosity solutions.