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