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, c2019

3rd ed

Note

Includes bibliographical references (p. 417-427) and index

Details

• NCID: BB28150168
• ISBN:
  • 9783030027797
• LCCN: 2018965883
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cham
• Pages/Volumes: xvi, 436 p.
• Size: 24 cm
• Classification:
  • DC23 : 510
• Subject Headings:
  • LCSH : Stochastic control theory
  • LCSH : Stochastic processes
• Parent Bibliography ID:
  • BA00021004