Applied stochastic control of jump diffusions / Bernt Oksendal, Agnès Sulem.
"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 stochast...
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Full Text (via Springer) |
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| Format: | eBook |
| Language: | English |
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Berlin ; New York :
Springer,
©2005.
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| Series: | Universitext.
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Internet
Full Text (via Springer)Online
| Call Number: |
QA402.37 .O37 2005
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| QA402.37 .O37 2005 | Available |