Research Catalog

Applied stochastic control of jump diffusions

Title
Applied stochastic control of jump diffusions / Bernt Øksendal, Agnès Sulem.
Author
Øksendal, B. K. (Bernt Karsten), 1945-
Publication
Berlin ; New York : Springer, [2005], ©2005.

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Details

Additional Authors
Sulem, Agnès.
Description
x, 208 pages : illustrations; 24 cm.
Series Statement
Universitext
Uniform Title
Universitext.
Subject
Stochastic control theory
Bibliography (note)
  • Includes bibliographical references (p. [197]-201) and index.
ISBN
3540140239 (pbk.)
OCLC
  • ocm56697109
  • SCSB-5166121
Owning Institutions
Columbia University Libraries