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

3540140239 (pbk.) RM183.77


Stochastic control theory
Stochastic processes
Viscosity solutions