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.