Optimal stochastic control, stochastic target problems, and backward SDE

著者

• Touzi, Nizar
• Tourin, Agnès

書誌事項

Optimal stochastic control, stochastic target problems, and backward SDE

Nizar Touzi ; with chapter 13 by Agnès Tourin

（Fields Institute monographs, v. 29）

Fields Institute for Research in the Mathematical Sciences , Springer, c2013

• : softcover

注記

Softcover reprint of the hardcover 1st ed. 2013

Includes bibliographical references (p. 213-214)

• NII書誌ID(NCID): BD01368235
• ISBN:
  • 9781493900428
• LCCN: 2012943958
• 出版国コード: cn
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Toronto,New York
• ページ数/冊数: x, 214 p.
• 大きさ: 24 cm
• 分類:
  • LCC : QA274.25
  • DC23 : 519.2/2
• 件名:
  • LCSH : Stochastic partial differential equations
  • LCSH : Stochastic analysis
• 親書誌ID:
  • BA22564116