𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bernt Øksendal and Agnès Sulem (2005) applied stochastic control of jump diffusions ISBN 3-540-14023-9, Springer Berlin

✍ Scribed by Gerhard-Wilhelm Weber

Book ID
105857262
Publisher
Springer
Year
2005
Tongue
English
Weight
59 KB
Volume
62
Category
Article
ISSN
0340-9422

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Applied Stochastic Control of Jump Diffu
Applied Stochastic Control of Jump Diffusions
✍ Bernt Øksendal, Agnès Sulem, Bernt Oksendal, Agnes Sulem 📂 Library 📅 2005 🏛 Springer 🌐 English ⚖ 2 MB

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

Applied stochastic control of jump diffu
Applied stochastic control of jump diffusions
✍ Bernt Øksendal, Agnès Sulem 📂 Library 📅 2007 🏛 Springer 🌐 English ⚖ 1 MB

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