
Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications.
- Forfatter
- Bernt Øksendal, Agnès Sulem
- Opplag
- Third Edition 2019
- ISBN
- 9783030027797
- Språk
- Engelsk
- Vekt
- 310 gram
- Serie
- Universitext
- Utgivelsesdato
- 2.5.2019
- Antall sider
- 436
