Languages
Sulem, Agnes.
Overview
Works: | 1 works in 1 publications in 1 languages |
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Titles
Applied Stochastic Control of Jump Diffusions
by:
Sulem, Agnes.; SpringerLink (Online service); Oksendal, Bernt.
(Language materials, printed)
Applied stochastic control of jump diffusions /
by:
Sulem, Agnes.; 噅sendal, B. K. (1945-.)
(Language materials, printed)
Applied stochastic control of jump diffusions /
by:
Sulem, Agnes.; Oksendal, B. K. (1945-)
(Language materials, printed)
Applied stochastic control of jump diffusions
by:
Oksendal, Bernt.; Sulem, Agnes.; SpringerLink (Online service)
(Electronic resources)
Subjects
Operator Theory.
Probability Theory and Stochastic Processes.
Operations Research, Management Science.
Mathematics.
Operations Research, Mathematical Programming.
Quantitative Finance.
Systems Theory, Control.
Stochastic control theory.
Stochastic processes.
Viscosity solutions.
Calculus of Variations and Optimal Control; Optimization.