Applied stochastic control of jump diffusions von Øksendal, Bernt K. 1945-, Sulem, Agnès

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Applied stochastic control of jump diffusions von Øksendal, Bernt K. 1945-, Sulem, Agnès

Beschreibung

Stochastic calculus for fractional Brownian motion and applications von Biagini, Francesca 1973-, Hu, Yaozhong, Øksendal, Bernt K. 1945-, Zhang, Tusheng 1963-

Stochastic differential equations an introduction with applications von Øksendal, Bernt K. 1945-

Inhaltsverzeichnis

Applied stochastic control of jump diffusions von Øksendal, Bernt K. 1945-, Sulem, Agnes

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Stochastic differential equations an introduction with applications von Øksendal, Bernt K. 1945-

Inhaltsverzeichnis

Stochastic differential equations an introduction with applications von Øksendal, Bernt K. 1945-

Fluid flow in a medium distorted by a quasiconformal map can produce fractal boundaries von Martio, Olli, Øksendal, Bernt K. 1945-

Stochastic differential equations an introduction with applications von Øksendal, Bernt K. 1945-

Inhaltsverzeichnis

Optimal switching in an economic activity under uncertainty von Brekke, Kjell Arne, Øksendal, Bernt K. 1945-

Stochastic differential equations an introduction with applications von Øksendal, Bernt K. 1945-

Inhaltsverzeichnis

The high contact principle as a sufficiency condition for optimal stopping von Brekke, Kjell Arne, Øksendal, Bernt K. 1945-

A stochastic approach to moving boundary problems von Øksendal, Bernt K. 1945-

Using random motion to study quasiregular functions von Øksendal, Bernt K. 1945-

Exit times for elliptic diffusions and BMO von Bañuelos, Rodrigo, Øksendal, Bernt K. 1945-

Quasiregular functions and Brownian motion von Øksendal, Bernt K. 1945-

Finely harmonic functions with bounded Dirichlet integral with respect to the Green measure von Øksendal, Bernt K. 1945-

Malliavin calculus for Lévy processes with applications to finance von Di Nunno, Giulia, Øksendal, Bernt K. 1945-, Proske, Frank 1970-

Stochastic calculus for fractional Brownian motion and applications von Biagini, Francesca 1973-, Hu, Yaozhong, Øksendal, Bernt K. 1945-, Zhang, Tusheng 1963-

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Applied stochastic control of jump diffusions von Øksendal, Bernt K. 1945-, Sulem, Agnès

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