Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. The types of control problems covered include classical stochastic con...
Gorde:
| Egile Nagusiak: | , , |
|---|---|
| Formatua: | Livre numérique |
| Hizkuntza: | Anglais |
| Argitaratua: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edizioa: | 2nd ed. 2007. |
| Saila: | Universitext
|
| Gaiak: | |
| Sarrera elektronikoa: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Oharra: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Applied stochastic control of jump diffusions, Bernt Øksendal, Agnès Sulem, 2nd edition, 2007, Berlin, Springer, 1 vol. (XIII-257 p.), Universitext, 978-3-540-69825-8 • Applied Stochastic Control of Jump Diffusions, Texte imprimé, 9783540834861 • Applied stochastic control of jump diffusions, Bernt Øksendal, Agnès Sulem, 2nd edition, 2007, Berlin, Springer, 1 vol. (XIII-257 p.), Universitext, 978-3-540-69825-8 |
Aurkibidea:
- Contient des exercices