Applied stochastic control of jump diffusions/
Oksendal, B. K., 1945-
Applied stochastic control of jump diffusions/ Bernt Øksendal, Agnès Sulem. - 2nd ed. - Berlin: Springer, c2007. - xiii, 257 p.: ill.; 24 cm. - Universitext. .
Includes bibliographical references (p. [243]-249) and index.
3540698256 9783540698258
2007921874
Stochastic processes.
Viscosity solutions.
519.23 / O41a
Applied stochastic control of jump diffusions/ Bernt Øksendal, Agnès Sulem. - 2nd ed. - Berlin: Springer, c2007. - xiii, 257 p.: ill.; 24 cm. - Universitext. .
Includes bibliographical references (p. [243]-249) and index.
3540698256 9783540698258
2007921874
Stochastic processes.
Viscosity solutions.
519.23 / O41a