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Applied stochastic control of jump diffusions / Bernt Øksendal and Agǹes Sulem.

Math/Physics/Astronomy Library QA402.37 .O47 2005
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Format:
Book
Author/Creator:
Øksendal, B. K. (Bernt Karsten), 1945-
Contributor:
Sulem, Agnès.
Series:
Universitext
Language:
English
Subjects (All):
Stochastic control theory.
Physical Description:
x, 208 pages : illustrations ; 24 cm.
Place of Publication:
Berlin : Springer, [2005]
Notes:
Includes bibliographical references (pages [197]-201) and index.
ISBN:
3540140239
OCLC:
56697109

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