Applied Stochastic Control of Jump Diffusions
- المؤلف
- Bernt Øksendal, Agnès Sulem
- سنة النشر
- 2007
- الناشر
- Springer
- لغة الملف
- انكليزي
- نوع الملف
- Book
- تصنيف الكتاب
- Mathematics and Statistics
- تحميل الكتاب قراءة الكتاب
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications.
الكلمات المفتاحية: Mathematics and Statistics / Probability Theory and Stochastic Processes / Operations Research, Management Science / Operator Theory / Quantitative Finance / Lévy process / Lévy processes / Stochastic calculus / Impulse control / Jump diffusion / Jump diffusions / Linear optimization / Measure theory / Stochastic control / Quantitative finance
