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Applied stochastic control of jump diffusions /

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Bibliographic Details
Main Authors: Øksendal, B. K. Bernt Karsten, 1945
Group Author: Sulem, Agnès
Published: Springer,
Publisher Address: Cham, Switzerland :
Publication Dates: [2019]
Literature type: Book
Language: English
Edition: Third edition.
Series: Universitext,
Subjects:
Stochastic control theory
Stochastic processes
Viscosity solutions
Carrier Form: xvi, 436 pages : illustrations ; 24 cm.
Bibliography: Includes bibliographical references (pages 417-427) and index.
ISBN: 9783030027797 (paperback) :
3030027791 (paperback)
Index Number: QA402
CLC: O231.3
Call Number: O231.3/O419/3rd ed.

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