Applied stochastic control of jump diffusions

Applied stochastic control of jump diffusions

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Bibliographic Details
Main Author: Oksendal, Bernt (Author)
Corporate Author: SpringerLink (Online service)
Other Authors: Sulem, Agnes
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer-Verlag 2005.
Series:Universitext
Subjects:
Stochastic control theory
Stochastic processes
Viscosity solutions
Online Access:Click here to view the full text content
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