Applied stochastic control of jump diffusions:
Gespeichert in:
Hauptverfasser: | , |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Berlin [u.a.]
Springer
2005
|
Schriftenreihe: | Universitext
|
Schlagworte: | |
Beschreibung: | Auch als Internetausgabe |
Beschreibung: | X, 208 S. graph. Darst. |
ISBN: | 3540140239 |
Internformat
MARC
LEADER | 00000nam a2200000 c 4500 | ||
---|---|---|---|
001 | BV017249451 | ||
003 | DE-604 | ||
005 | 20190821 | ||
007 | t | ||
008 | 030626s2005 d||| |||| 00||| eng d | ||
020 | |a 3540140239 |9 3-540-14023-9 | ||
035 | |a (OCoLC)56697109 | ||
035 | |a (DE-599)BVBBV017249451 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 1 | |a eng | |
049 | |a DE-91G |a DE-945 |a DE-824 |a DE-29T |a DE-20 |a DE-634 |a DE-11 | ||
050 | 0 | |a QA402.37 | |
082 | 0 | |a 629.8/312 |2 22 | |
082 | 0 | |a 519.23 |2 22 | |
084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
084 | |a SK 880 |0 (DE-625)143266: |2 rvk | ||
084 | |a MAT 605f |2 stub | ||
084 | |a MAT 496f |2 stub | ||
084 | |a MAT 914f |2 stub | ||
100 | 1 | |a Øksendal, Bernt K. |d 1945- |e Verfasser |0 (DE-588)128742054 |4 aut | |
245 | 1 | 0 | |a Applied stochastic control of jump diffusions |c Bernt Øksendal ; Agnès Sulem |
264 | 1 | |a Berlin [u.a.] |b Springer |c 2005 | |
300 | |a X, 208 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 0 | |a Universitext | |
500 | |a Auch als Internetausgabe | ||
650 | 4 | |a Commande stochastique | |
650 | 7 | |a Controleleer |2 gtt | |
650 | 7 | |a Stochastische processen |2 gtt | |
650 | 4 | |a Stochastic control theory | |
650 | 4 | |a Stochastic processes | |
650 | 4 | |a Viscosity solutions | |
650 | 0 | 7 | |a Diffusionsprozess |0 (DE-588)4274463-5 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Sprungprozess |0 (DE-588)4427906-1 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastische Kontrolltheorie |0 (DE-588)4263657-7 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Lévy-Prozess |0 (DE-588)4463623-4 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Lévy-Prozess |0 (DE-588)4463623-4 |D s |
689 | 0 | 1 | |a Sprungprozess |0 (DE-588)4427906-1 |D s |
689 | 0 | 2 | |a Diffusionsprozess |0 (DE-588)4274463-5 |D s |
689 | 0 | 3 | |a Stochastische Kontrolltheorie |0 (DE-588)4263657-7 |D s |
689 | 0 | |5 DE-604 | |
700 | 1 | |a Sulem, Agnès |e Verfasser |0 (DE-588)129770108 |4 aut | |
999 | |a oai:aleph.bib-bvb.de:BVB01-010398724 |
Datensatz im Suchindex
_version_ | 1804130103590912000 |
---|---|
any_adam_object | |
author | Øksendal, Bernt K. 1945- Sulem, Agnès |
author_GND | (DE-588)128742054 (DE-588)129770108 |
author_facet | Øksendal, Bernt K. 1945- Sulem, Agnès |
author_role | aut aut |
author_sort | Øksendal, Bernt K. 1945- |
author_variant | b k ø bk bkø a s as |
building | Verbundindex |
bvnumber | BV017249451 |
callnumber-first | Q - Science |
callnumber-label | QA402 |
callnumber-raw | QA402.37 |
callnumber-search | QA402.37 |
callnumber-sort | QA 3402.37 |
callnumber-subject | QA - Mathematics |
classification_rvk | QH 237 SK 880 |
classification_tum | MAT 605f MAT 496f MAT 914f |
ctrlnum | (OCoLC)56697109 (DE-599)BVBBV017249451 |
dewey-full | 629.8/312 519.23 |
dewey-hundreds | 600 - Technology (Applied sciences) 500 - Natural sciences and mathematics |
dewey-ones | 629 - Other branches of engineering 519 - Probabilities and applied mathematics |
dewey-raw | 629.8/312 519.23 |
dewey-search | 629.8/312 519.23 |
dewey-sort | 3629.8 3312 |
dewey-tens | 620 - Engineering and allied operations 510 - Mathematics |
discipline | Mathematik Wirtschaftswissenschaften Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
format | Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01964nam a2200565 c 4500</leader><controlfield tag="001">BV017249451</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20190821 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">030626s2005 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3540140239</subfield><subfield code="9">3-540-14023-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)56697109</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV017249451</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="1" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91G</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-29T</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-11</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA402.37</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">629.8/312</subfield><subfield code="2">22</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.23</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 880</subfield><subfield code="0">(DE-625)143266:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 605f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 496f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 914f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Øksendal, Bernt K.</subfield><subfield code="d">1945-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128742054</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Applied stochastic control of jump diffusions</subfield><subfield code="c">Bernt Øksendal ; Agnès Sulem</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">X, 208 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Universitext</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Auch als Internetausgabe</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Commande stochastique</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Controleleer</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stochastische processen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic control theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Viscosity solutions</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Diffusionsprozess</subfield><subfield code="0">(DE-588)4274463-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Sprungprozess</subfield><subfield code="0">(DE-588)4427906-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Kontrolltheorie</subfield><subfield code="0">(DE-588)4263657-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Lévy-Prozess</subfield><subfield code="0">(DE-588)4463623-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Lévy-Prozess</subfield><subfield code="0">(DE-588)4463623-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Sprungprozess</subfield><subfield code="0">(DE-588)4427906-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Diffusionsprozess</subfield><subfield code="0">(DE-588)4274463-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Stochastische Kontrolltheorie</subfield><subfield code="0">(DE-588)4263657-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Sulem, Agnès</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)129770108</subfield><subfield code="4">aut</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-010398724</subfield></datafield></record></collection> |
id | DE-604.BV017249451 |
illustrated | Illustrated |
indexdate | 2024-07-09T19:15:43Z |
institution | BVB |
isbn | 3540140239 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010398724 |
oclc_num | 56697109 |
open_access_boolean | |
owner | DE-91G DE-BY-TUM DE-945 DE-824 DE-29T DE-20 DE-634 DE-11 |
owner_facet | DE-91G DE-BY-TUM DE-945 DE-824 DE-29T DE-20 DE-634 DE-11 |
physical | X, 208 S. graph. Darst. |
publishDate | 2005 |
publishDateSearch | 2005 |
publishDateSort | 2005 |
publisher | Springer |
record_format | marc |
series2 | Universitext |
spelling | Øksendal, Bernt K. 1945- Verfasser (DE-588)128742054 aut Applied stochastic control of jump diffusions Bernt Øksendal ; Agnès Sulem Berlin [u.a.] Springer 2005 X, 208 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Universitext Auch als Internetausgabe Commande stochastique Controleleer gtt Stochastische processen gtt Stochastic control theory Stochastic processes Viscosity solutions Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Sprungprozess (DE-588)4427906-1 gnd rswk-swf Stochastische Kontrolltheorie (DE-588)4263657-7 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 s Sprungprozess (DE-588)4427906-1 s Diffusionsprozess (DE-588)4274463-5 s Stochastische Kontrolltheorie (DE-588)4263657-7 s DE-604 Sulem, Agnès Verfasser (DE-588)129770108 aut |
spellingShingle | Øksendal, Bernt K. 1945- Sulem, Agnès Applied stochastic control of jump diffusions Commande stochastique Controleleer gtt Stochastische processen gtt Stochastic control theory Stochastic processes Viscosity solutions Diffusionsprozess (DE-588)4274463-5 gnd Sprungprozess (DE-588)4427906-1 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd Lévy-Prozess (DE-588)4463623-4 gnd |
subject_GND | (DE-588)4274463-5 (DE-588)4427906-1 (DE-588)4263657-7 (DE-588)4463623-4 |
title | Applied stochastic control of jump diffusions |
title_auth | Applied stochastic control of jump diffusions |
title_exact_search | Applied stochastic control of jump diffusions |
title_full | Applied stochastic control of jump diffusions Bernt Øksendal ; Agnès Sulem |
title_fullStr | Applied stochastic control of jump diffusions Bernt Øksendal ; Agnès Sulem |
title_full_unstemmed | Applied stochastic control of jump diffusions Bernt Øksendal ; Agnès Sulem |
title_short | Applied stochastic control of jump diffusions |
title_sort | applied stochastic control of jump diffusions |
topic | Commande stochastique Controleleer gtt Stochastische processen gtt Stochastic control theory Stochastic processes Viscosity solutions Diffusionsprozess (DE-588)4274463-5 gnd Sprungprozess (DE-588)4427906-1 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd Lévy-Prozess (DE-588)4463623-4 gnd |
topic_facet | Commande stochastique Controleleer Stochastische processen Stochastic control theory Stochastic processes Viscosity solutions Diffusionsprozess Sprungprozess Stochastische Kontrolltheorie Lévy-Prozess |
work_keys_str_mv | AT øksendalberntk appliedstochasticcontrolofjumpdiffusions AT sulemagnes appliedstochasticcontrolofjumpdiffusions |