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Applied stochastic control of jump diffusions /

Oksendal, B. K. 1945-

Applied stochastic control of jump diffusions / Bernt Oksendal, Agnes Sulem - Berlin : Springer, 2005 - x, 208 p. : ill. ; 24 cm. - Universitext .

Includes bibliographical references (p. [197]-201) and index

ISBN: 3540140239 (pbk.) RM183.77

Subjects--Topical Terms:
Stochastic control theory
Stochastic processes
Viscosity solutions

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Applied stochastic control of jump diffusions /

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