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Applied stochastic control of jump diffusions / Bernt Øksendal, Agnès Sulem.
Math/Physics/Astronomy Library QA402.37 .O37 2019
Available
- Format:
- Book
- Author/Creator:
- Øksendal, B. K. (Bernt Karsten), 1945- author.
- Sulem, Agnès, author.
- Series:
- Universitext
- Language:
- English
- Subjects (All):
- Stochastic control theory.
- Stochastic processes.
- Viscosity solutions.
- Physical Description:
- xvi, 436 pages : illustrations ; 24 cm.
- Edition:
- Third edition.
- Place of Publication:
- Cham, Switzerland: Springer, [2019]
- Notes:
- Includes bibliographical references (pages 417-427) and index.
- ISBN:
- 9783030027797
- 3030027791
- OCLC:
- 1103290212
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