Applied stochastic control of jump diffusions /

Oksendal, B. K.. ,

Applied stochastic control of jump diffusions / Bernt Oksendal, Agnes Sulem. - 2nd ed. - xiii, 257 pages : illustrations ; 24 cm. - Universitext .

9783540698258 3540698256


Stochastic control theory.
Stochastic processes.
Viscosity solutions.

QA402.37 / .O37 2007

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