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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

This book collects some recent developments in stochastic control theory with applications to financial mathematics. In the first part of the volume, standard stochastic control problems are addressed from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Touzi, Nizar (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: New York, NY : Springer New York : Imprint: Springer, 2013.
Édition:1st ed. 2013.
Collection:Fields Institute Monographs, 29
Sujets:
Accès en ligne:Texto Completo