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Applied stochastic control of jump diffusions

By: Oksendal Bernt.

Contributor(s): Sulem Agnes [Auth.].

Material type: Text

Text

TextSeries: Universitext. Publisher: Berlin Springer-verlag 2005Description: x,208p.ISBN: 3-540-14023-9.Subject(s): Stochastic control theory | Stochastic processes | Viscosity solutionsDDC classification: 519.23

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ISI Library, Kolkata

519.23 Ok41 (Browse shelf)

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125659

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