Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem

• Autore: Øksendal, Bernt K.
• Pubblicazione: Cham, : Springer, 2019
• Titolo uniforme: Applied Stochastic Control of Jump Diffusions
• Edizione: 3. ed
• Descrizione fisica: xvi, 436 p. : ill. ; 24 cm
• Soggetto topico: 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]
• Soggetto non controllato: Backward Stochastic Differential Equations; Convex risk measures; Financial Markets Modelled by Jump Diffusions; Forward-Backward SDEs; Impulse control; Jump Diffusions; Lévy processes; Mean-Field SDEs; Optimal Control of SPDEs; Optimal stopping; Partial Information Control; Quantitative Finance; Stochastic Controls; Stochastic Differential Games
• Altri autori: Sulem, Agnès
• Titolo autorizzato: Applied Stochastic Control of Jump Diffusions
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0126732
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-030-02781-0
• Serie: Universitext Berlin [etc] . -Springer , 1930-