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Applied Stochastic Control of Jump D...

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Sulem, Agnes.

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Applied Stochastic Control of Jump Diffusions

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Applied Stochastic Control of Jump Diffusions/ by Bernt Oksendal, Agnes Sulem.
作者:	Oksendal, Bernt.
其他作者:	Sulem, Agnes.
出版者:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg, : 2005.,
面頁冊數:	x, 208 p. :ill., digital ;24 cm.
叢書名:	Universitext
Contained By:	Springer e-books
標題:	Stochastic control theory. -
電子資源:	http://dx.doi.org/10.1007/b137590http://dx.doi.org/10.1007/b137590
ISBN:	9783540140238 (paper)

Applied Stochastic Control of Jump Diffusions
Oksendal, Bernt.

Applied Stochastic Control of Jump Diffusions[electronic resource] /by Bernt Oksendal, Agnes Sulem. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2005. - x, 208 p. :ill., digital ;24 cm. - Universitext.

ISBN: 9783540140238 (paper)Subjects--Topical Terms:

647881
Stochastic control theory.

LC Class. No.: QA402.37 / .O37 2005

Dewey Class. No.: 629.8312

Applied Stochastic Control of Jump Diffusions
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245 1 0 $a Applied Stochastic Control of Jump Diffusions $h [electronic resource] / $c by Bernt Oksendal, Agnes Sulem.
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300 $a x, 208 p. : $b ill., digital ; $c 24 cm.
440 0 $a Universitext
650 $a Stochastic control theory. $3 647881
650 $a Stochastic processes. $3 520663
650 $a Viscosity solutions. $3 750108
650 $a Mathematics. $3 515831
650 $a Operations Research, Mathematical Programming. $3 892395
650 $a Operator Theory. $3 897311
650 $a Probability Theory and Stochastic Processes. $3 891080
650 $a Quantitative Finance. $3 891090
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950 $a Mathematics and Statistics (Springer-11649; ZDB-2-SMA)

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