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Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
| Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem |
| Autore | Øksendal, Bernt |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xvi, 436 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sulem, Agnès |
| 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] |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0126732 |
Øksendal, Bernt
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
| Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem |
| Autore | Øksendal, Bernt K. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xvi, 436 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sulem, Agnès |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126732 |
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Øksendal, Bernt K.
|
||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Applied stochastic control of jump diffusions / Bernt Øksendal, Agnès Sulem
| Applied stochastic control of jump diffusions / Bernt Øksendal, Agnès Sulem |
| Autore | Øksendal, Bernt |
| Pubbl/distr/stampa | Berlin [etc.], : Springer, c2005 |
| Descrizione fisica | X, 208 p. ; 24 cm |
| Disciplina | 519.23 |
| Altri autori (Persone) | Sulem, Agnès |
| Collana | Universitext. - Berlin |
| Soggetto topico | Probabilita - Teoria |
| ISBN | 3540140239 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAS-RML0293791 |
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Øksendal, Bernt
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||
| Berlin [etc.], : Springer, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Cassino | ||
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