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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
Øksendal, Bernt K.  
Cham, : Springer, 2019
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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 47J20 - Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020]
49J40 - Variational inequalities [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [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]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
93E20 - Optimal stochastic control [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-VAN00126732
Øksendal, Bernt K.  
Cham, : Springer, 2019
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui