01865nam0 2200385 i 450 SUN012673220200217014544.8100.00N978-3-030-02781-020200214d2019 |0engc50 baengCH|||| |||||*Applied Stochastic Control of Jump DiffusionsBernt Øksendal, Agnès Sulem3. edChamSpringer2019xvi, 436 p.ill.24 cm001SUN00245062001 *Universitext210 BerlinSpringer.93E20Optimal stochastic control [MSC 2020]MFSUNC01994649J40Variational inequalities [MSC 2020]MFSUNC02006891GxxActuarial science and mathematical finance [MSC 2020]MFSUNC02009365MxxNumerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020]MFSUNC02083191A23Differential games (aspects of game theory) [MSC 2020]MFSUNC02288760G40Stopping times; optimal stopping problems; gambling theory [MSC 2020]MFSUNC02450647J20Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020]MFSUNC028869CHChamSUNL001889Øksendal, BerntSUNV098127780994Sulem, AgnèsSUNV098128286541SpringerSUNV000178650ITSOL20210503RICAhttp://doi.org/10.1007/978-3-030-02781-0SUN0126732UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1513 08eMF1513 20200214 Applied Stochastic Control of Jump Diffusions1668161UNICAMPANIA