Applied Stochastic Control of Jump Diffusions
9
%
1625 Kč 1 787 Kč
Sleva až 70% u třetiny knih
Here is a rigorous introduction to solution methods of stochastic control problems for jump diffusions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Levy processes, and a section on optimal stopping with delayed information.
Autor: | Oksendal, Bernt |
Nakladatel: | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
ISBN: | 9783540698258 |
Rok vydání: | 2007 |
Jazyk : | Angličtina |
Vazba: | Paperback |
Počet stran: | 262 |
Mohlo by se vám také líbit..
-
Stochastic Differential Equations
Oksendal, Bernt
-
Topologie Generale
Bourbaki, N
-
Felix Hausdorff - Gesammelte Werke B...
-
Computational Geometry
Bergin Mark
-
Elementary Number Theory
Jones, Gareth
-
Introductory Mathematics: Algebra an...
Nowell-Smith, Geoffrey
-
Convex Analysis and Minimization Algo...
Hiriart-Urruty, Jean-Baptiste; Lemarechal, Claude
-
Statistical Physics
Honerkamp, Josef
-
Space-Filling Curves
Bader, Michael W.
-
Complex Scheduling
Brucker, Peter; Knust, Sigrid
-
Theory of Metal Forming Plasticity
Sluzalec, Andrzej
-
Basic Stochastic Processes
Brzezniak, Zdzislaw; Zastawniak, Tomasz
-
Introduction to Analytic Number Theory
Chandrasekharan, Komaravolu
-
Poisson Structures
Laurent-Gengoux, Camille; Pichereau, Anne; Vanhaecke, Pol
-
Probability Essentials
Ait-Sahalia, Yacine; Jacod, Jean
-
Integral Closure
Vasconcelos, Wolmer