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
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