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 : Springer, [2007], ©2007.

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Details

Additional Authors
Sulem, Agnès.
Description
xiii, 257 pages : illustrations; 24 cm.
Series Statement
Universitext
Uniform Title
Universitext.
Subject
  • Stochastic control theory
  • Stochastic processes
  • Viscosity solutions
Bibliography (note)
  • Includes bibliographical references (p. [243]-249) and index.
ISBN
  • 3540698256
  • 9783540698258
LCCN
2007921874
OCLC
  • ocn137292084
  • 137292084
  • SCSB-5357284
Owning Institutions
Columbia University Libraries