Applied stochastic control of jump diffusions / Bernt Øksendal, Agnès Sulem
Type de document : Livre numériqueCollection : UniversitextLangue : anglais.Éditeur : Berlin : Springer, 2007ISBN: 9783540698258.ISSN: 2191-6675.Sujet MSC : 93E20, Systems theory; control, Optimal stochastic control60G40, Probability theory and stochastic processes, Stopping times; optimal stopping problems; gambling theory
60J25, Probability theory and stochastic processes, Continuous-time Markov processes on general state spaces
60J60, Probability theory and stochastic processes - Markov processes, Diffusion processes
60J76, Probability theory and stochastic processes - Markov processes, Jump processes on general state spacesEn-ligne : Springerlink | Zentralblatt
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