Applied stochastic control of jump diffusions

Author(s)

• Øksendal, Bernt Karsten
• Sulem, Agnès

Bibliographic Information

Applied stochastic control of jump diffusions

Bernt Øksendal, Agnès Sulem

（Universitext）

Springer, c2007

2nd ed

• : pbk

Note

Includes bibliographical references (p. [243]-249) and index

Details

• NCID: BA81940163
• ISBN:
  • 9783540698258
• LCCN: 2007921874
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xiii, 257 p.
• Size: 24 cm
• Classification:
  • LCC : QA402.37
  • DC22 : 629.8/312
• Subject Headings:
  • LCSH : Stochastic control theory
  • LCSH : Stochastic processes
  • LCSH : Viscosity solutions
• Parent Bibliography ID:
  • BA00021004