Stochastic Controls: Hamiltonian Systems and HJB Equations by Jiongmin Yong (Eng
183,53 €
By Jiongmin Yong, Xun Yu Zhou. Basic Stochastic Calculus. Stochastic Processes. Itô's Integral. Stochastic Differential Equations. Historical Remarks. Maximum Principle and Stochastic Hamiltonian Systems.
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