Oksendal, B. K. 1945-
Applied stochastic control of jump diffusions [electronic resource] /
Bernt Oksendal, Agnes Sulem.
- 2nd ed.
- Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2007.
- xiii, 257 p. : ill., digital ; 24 cm.
- Universitext .
Includes bibliographical references (p. [243]-249) and index.
9783540698265 (electronic bk.)
Stochastic control theory.
Stochastic processes.
Viscosity solutions.