Holdings: Applied stochastic control of jump diffusions

Applied stochastic control of jump diffusions:

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Bibliographic Details
Main Authors:	Øksendal, Bernt K. 1945- (Author), Sulem, Agnès (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham Springer [2019]
Edition:	Third edition
Series:	Universitext
Subjects:	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
Online Access:	BTU01 FHN01 FHR01 FRO01 FWS01 FWS02 HTW01 TUM01 UBA01 UBM01 UBT01 UBW01 UEI01 UPA01 Volltext
Physical Description:	1 Online-Ressource (xvi, 436 Seiten) Illustrationen, Diagramme
ISBN:	9783030027810
ISSN:	2191-6675
DOI:	10.1007/978-3-030-02781-0

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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

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