Optimal stochastic control, stochastic target problem, and backward SDE :: SCD d'Orléans

Optimal stochastic control, stochastic target problem, and backward SDE

Optimal stochastic control, stochastic target problem, and backward SDE

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Dettagli Bibliografici
Autori principali:	Touzi, Nizar, 1968-, Tourin, Agnès, 19..- (Autore)
Natura:	Livre papier
Lingua:	Anglais
Pubblicazione:	New York : Springer C 2013.
Serie:	Fields institute monographs 29
Soggetti:	Probabilités Équations différentielles stochastiques
Autres localisations:	Voir dans le Sudoc
Edition sous un autre format:	• Optimal stochastic control, stochastic target problems, and backward SDE, by Nizar Touzi, 20XX, New York, NY, Springer New York, Imprint: Springer, Fields Institute Monographs, 978-1-461-44286-8

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