Applied stochastic control of jump diffusions - Oksendal, B. K. (Bernt Karsten), 1945-; Sulem, Agnes; SpringerLink (Online service) (Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2007)
Includes bibliographical references (p. [243]-249) and index.
Keywords: Stochastic control theory; Stochastic processes; Viscosity solutions