Capa do artigo Applied Stochastic Control Of Jump Diffusions
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Applied Stochastic Control Of Jump Diffusions eBook

by Agnes Sulem e Bernt Oksendal
language: english
Publisher: Springer Berlin Heidelberg, April of 2007 ‧
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Offers an introduction to different solution methods of various types of stochastic control problems for jump diffusions and its applications. This book discusses both the dynamic programming method and the maximum principle method, as well as the relation between them.

Applied Stochastic Control Of Jump Diffusions

by Agnes Sulem e Bernt Oksendal

Property Description
ISBN: 9783540698265
Publisher: Springer Berlin Heidelberg
Release Date: April of 2007
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Universitext
Categories: eBooks in English > Science > Mathematics
EAN: 9783540698265

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