Sulem, Agnes.
Overview
| Works: | 1 works in 1 publications in 1 languages | |
|---|---|---|
Titles
Applied Stochastic Control of Jump Diffusions /
by:
Oksendal, Bernt.; Sulem, Agnes.
(Electronic resources)
Applied stochastic control of jump diffusions
by:
Oksendal, Bernt.; SpringerLink (Online service); Sulem, Agnes.
(Electronic resources)
Subjects
Distribution (Probability theory)
Mathematics
Probability Theory and Stochastic Processes.
Operator Theory.
Operator Theory
Operations Research, Management Science.
Operator theory
Operations Research, Mathematical Programming
Probability Theory and Stochastic Processes
Quantitative Finance.
Finance
Quantitative Finance
Systems Theory, Control.
Stochastic control theory.
Stochastic processes.
Viscosity solutions.
Calculus of Variations and Optimal Control; Optimization.
Operations research