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Record Nr. |
UNICAMPANIAVAN0126732 |
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Autore |
Øksendal, Bernt K. |
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Titolo |
Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem |
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Pubbl/distr/stampa |
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Titolo uniforme |
Applied Stochastic Control of Jump Diffusions |
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Edizione |
[3. ed] |
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Descrizione fisica |
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xvi, 436 p. : ill. ; 24 cm |
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Altri autori (Persone) |
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Soggetti |
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93E20 - Optimal stochastic control [MSC 2020] |
49J40 - Variational inequalities [MSC 2020] |
91Gxx - Actuarial science and mathematical finance [MSC 2020] |
65Mxx - Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020] |
91A23 - Differential games (aspects of game theory) [MSC 2020] |
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] |
47J20 - Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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