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Bernt Øksendal and Agnès Sulem (2005) applied stochastic control of jump diffusions ISBN 3-540-14023-9, Springer Berlin.

Authors :
Weber, Gerhard-Wilhelm
Source :
Mathematical Methods of Operations Research; 2005, Vol. 62 Issue 2, p345-346, 2p
Publication Year :
2005

Abstract

Reviews the book "Applied Stochastic Control of Jump Diffusions," Bernt Øksendal and Agnès Sulem.

Subjects

Subjects :
STOCHASTIC control theory
NONFICTION

Details

Language :
English
ISSN :
14322994
Volume :
62
Issue :
2
Database :
Complementary Index
Journal :
Mathematical Methods of Operations Research
Publication Type :
Review
Accession number :
18824509
Full Text :
https://doi.org/10.1007/s00186-005-0017-5
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