この商品を友人に教える:
Applied Stochastic Control of Jump Diffusions - Universitext Bernt Oksendal 2nd ed. 2007 edition
Applied Stochastic Control of Jump Diffusions - Universitext
Bernt Oksendal
Here is a rigorous introduction to solution methods of stochastic control problems for jump diffusions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Levy processes, and a section on optimal stopping with delayed information.
280 pages, 27 black & white illustrations, biography
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2007年7月1日 |
| ISBN13 | 9783540698258 |
| 出版社 | Springer-Verlag Berlin and Heidelberg Gm |
| ページ数 | 262 |
| 寸法 | 156 × 235 × 17 mm · 421 g |