Applied Stochastic Control of Jump Diffusions by Bernt ?ksendal (English) Paperb
83,61 €
Stochastic Calculus with Lévy Processes. - Viscosity Solutions. - Solutions of Selected Exercises. - Notation and Symbols. Corresponding verification theorems involving the Hamilton–Jacobi–Bellman equation and/or (quasi-)variational inequalities are formulated.
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