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Applied Stochastic Control of Jump Diffusions

The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions (i.e. solutions of stochastic differential equations driven by Lévy processes) and its appl...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Øksendal, Bernt (Autor), Sulem, Agnès (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Colección:Universitext,
Temas:
Acceso en línea:Texto Completo