Applied Stochastic Control of Jump Diffusions - Info and Reading Options
By B. K. Øksendal
"Applied Stochastic Control of Jump Diffusions" is published by Springer in December 22, 2004, it has 218 pages and the language of the book is English.
“Applied Stochastic Control of Jump Diffusions” Metadata:
- Title: ➤ Applied Stochastic Control of Jump Diffusions
- Author: B. K. Øksendal
- Language: English
- Number of Pages: 218
- Publisher: Springer
- Publish Date: December 22, 2004
“Applied Stochastic Control of Jump Diffusions” Subjects and Themes:
- Subjects: Stochastic processes - Stochastic control theory - Viscosity solutions
Edition Specifications:
- Format: Paperback
- Weight: 11.2 ounces
- Dimensions: 9.2 x 6.1 x 0.5 inches
Edition Identifiers:
- The Open Library ID: OL9054133M - OL16925158W
- Online Computer Library Center (OCLC) ID: 56697109
- Library of Congress Control Number (LCCN): 2004114982
- ISBN-13: 9783540140238
- ISBN-10: 3540140239
- All ISBNs: 3540140239 - 9783540140238
AI-generated Review of “Applied Stochastic Control of Jump Diffusions”:
Snippets and Summary:
Definition 1.1 Let ( ,F, {Ft}t 0, P) be a filtered probability space.
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