LEADER 02778nam0 2200577 i 450 001 VAN0126732 005 20230925121024.498 017 70$2N$a978-3-030-02781-0 100 $a20200214d2019 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aApplied Stochastic Control of Jump Diffusions$fBernt Øksendal, Agnès Sulem 205 $a3. ed 210 $aCham$cSpringer$d2019 215 $axvi, 436 p.$cill.$d24 cm 410 1$1001VAN0024506$12001 $aUniversitext$1210 $aBerlin [etc]$cSpringer$d1930- 500 1$3VAN0236672$aApplied Stochastic Control of Jump Diffusions$93559026 606 $a93E20$xOptimal stochastic control [MSC 2020]$3VANC019946$2MF 606 $a49J40$xVariational inequalities [MSC 2020]$3VANC020068$2MF 606 $a91Gxx$xActuarial science and mathematical finance [MSC 2020]$3VANC020093$2MF 606 $a65Mxx$xNumerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020]$3VANC020831$2MF 606 $a91A23$xDifferential games (aspects of game theory) [MSC 2020]$3VANC022887$2MF 606 $a60G40$xStopping times; optimal stopping problems; gambling theory [MSC 2020]$3VANC024506$2MF 606 $a47J20$xVariational and other types of inequalities involving nonlinear operators (general) [MSC 2020]$3VANC028869$2MF 610 $aBackward Stochastic Differential Equations$9KW:K 610 $aConvex risk measures$9KW:K 610 $aFinancial Markets Modelled by Jump Diffusions$9KW:K 610 $aForward-Backward SDEs$9KW:K 610 $aImpulse control$9KW:K 610 $aJump Diffusions$9KW:K 610 $aLévy processes$9KW:K 610 $aMean-Field SDEs$9KW:K 610 $aOptimal Control of SPDEs$9KW:K 610 $aOptimal stopping$9KW:K 610 $aPartial Information Control$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aStochastic Controls$9KW:K 610 $aStochastic Differential Games$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aØksendal$bBernt K.$3VANV211225$01426735 701 1$aSulem$bAgnès$3VANV098128$0286541 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-030-02781-0$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0126732 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 1513 $e08eMF1513 20200214 996 $aApplied Stochastic Control of Jump Diffusions$93559026 997 $aUNICAMPANIA