Applied stochastic control of jump diffusions:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer
[2019]
|
| Ausgabe: | Third edition |
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Online-Zugang: | BTU01 FHN01 FHR01 FRO01 FWS01 FWS02 HTW01 TUM01 UBA01 UBM01 UBT01 UBW01 UEI01 UPA01 Volltext |
| Beschreibung: | 1 Online-Ressource (xvi, 436 Seiten) Illustrationen, Diagramme |
| ISBN: | 9783030027810 |
| ISSN: | 2191-6675 |
| DOI: | 10.1007/978-3-030-02781-0 |
Internformat
MARC
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Datensatz im Suchindex
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| author | Øksendal, Bernt K. 1945- Sulem, Agnès |
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| author_facet | Øksendal, Bernt K. 1945- Sulem, Agnès |
| author_role | aut aut |
| author_sort | Øksendal, Bernt K. 1945- |
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| dewey-hundreds | 600 - Technology (Applied sciences) 500 - Natural sciences and mathematics |
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| discipline | Allgemeine Naturwissenschaft Mathematik Wirtschaftswissenschaften Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
| doi_str_mv | 10.1007/978-3-030-02781-0 |
| edition | Third edition |
| format | Electronic eBook |
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| indexdate | 2024-08-01T14:25:36Z |
| institution | BVB |
| isbn | 9783030027810 |
| issn | 2191-6675 |
| language | English |
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| physical | 1 Online-Ressource (xvi, 436 Seiten) Illustrationen, Diagramme |
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| record_format | marc |
| series2 | Universitext |
| spellingShingle | Øksendal, Bernt K. 1945- Sulem, Agnès Applied stochastic control of jump diffusions Operations Research, Management Science Probability Theory and Stochastic Processes Quantitative Finance Calculus of Variations and Optimal Control; Optimization Operator Theory Systems Theory, Control Distribution (Probability theory Finance Mathematical optimization Operator theory Systems theory Stochastic control theory Stochastic processes Viscosity solutions Stochastische Kontrolltheorie (DE-588)4263657-7 gnd Lévy-Prozess (DE-588)4463623-4 gnd Sprungprozess (DE-588)4427906-1 gnd Diffusionsprozess (DE-588)4274463-5 gnd |
| subject_GND | (DE-588)4263657-7 (DE-588)4463623-4 (DE-588)4427906-1 (DE-588)4274463-5 |
| 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 | Operations Research, Management Science Probability Theory and Stochastic Processes Quantitative Finance Calculus of Variations and Optimal Control; Optimization Operator Theory Systems Theory, Control Distribution (Probability theory Finance Mathematical optimization Operator theory Systems theory Stochastic control theory Stochastic processes Viscosity solutions Stochastische Kontrolltheorie (DE-588)4263657-7 gnd Lévy-Prozess (DE-588)4463623-4 gnd Sprungprozess (DE-588)4427906-1 gnd Diffusionsprozess (DE-588)4274463-5 gnd |
| topic_facet | Operations Research, Management Science Probability Theory and Stochastic Processes Quantitative Finance Calculus of Variations and Optimal Control; Optimization Operator Theory Systems Theory, Control Distribution (Probability theory Finance Mathematical optimization Operator theory Systems theory Stochastic control theory Stochastic processes Viscosity solutions Stochastische Kontrolltheorie Lévy-Prozess Sprungprozess Diffusionsprozess |
| url | https://doi.org/10.1007/978-3-030-02781-0 |
| work_keys_str_mv | AT øksendalberntk appliedstochasticcontrolofjumpdiffusions AT sulemagnes appliedstochasticcontrolofjumpdiffusions |