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عنوان
Applied stochastic control of jump diffusions /

پدید آورنده
Bernt Øksendal, Agnès Sulem.

موضوع
Stochastic control theory.,Stochastic processes.,Viscosity solutions.,Diffusionsprozess,Lévy-Prozess,Sprungprozess,Stochastic control theory.,Stochastic control theory.,Stochastic processes.,Stochastic processes.,Stochastische Kontrolltheorie,Viscosity solutions.,Viscosity solutions.

رده
QA402
.
37
.
O37eb

کتابخانه
Center and Library of Islamic Studies in European Languages

محل استقرار
استان: Qom ـ شهر: Qom

Center and Library of Islamic Studies in European Languages

تماس با کتابخانه : 32910706-025

INTERNATIONAL STANDARD BOOK NUMBER

(Number (ISBN
3540698256
(Number (ISBN
3540698264
(Number (ISBN
6611351531
(Number (ISBN
9783540698258
(Number (ISBN
9783540698265
(Number (ISBN
9786611351533

NATIONAL BIBLIOGRAPHY NUMBER

Number
b738477

PUBLISHER'S NUMBER

Publisher's Number
11872405

TITLE AND STATEMENT OF RESPONSIBILITY

Title Proper
Applied stochastic control of jump diffusions /
General Material Designation
[Book]
First Statement of Responsibility
Bernt Øksendal, Agnès Sulem.

EDITION STATEMENT

Edition Statement
2nd ed.

.PUBLICATION, DISTRIBUTION, ETC

Place of Publication, Distribution, etc.
Berlin :
Name of Publisher, Distributor, etc.
Springer,
Date of Publication, Distribution, etc.
©2007.

PHYSICAL DESCRIPTION

Specific Material Designation and Extent of Item
1 online resource (xiii, 257 pages) :
Other Physical Details
illustrations

SERIES

Series Title
Universitext

INTERNAL BIBLIOGRAPHIES/INDEXES NOTE

Text of Note
Includes bibliographical references (pages 243-249) and index.

CONTENTS NOTE

Text of Note
Stochastic calculus with jump diffusions -- Optimal stopping of jump diffusions -- Stochastic control of jump diffusions -- Combined optimal stopping and stochastic control of jump diffusions -- Singular control for jump diffusions -- Impulse control of jump diffusions -- Approximating impulse control by iterated optimal stopping -- Combined stochastic control and impulse control of jump diffusions -- Viscosity solutions -- Optimal control of random jump fields and partial information control -- Solutions of selected exercises -- References -- Notation and symbols -- Index.
0

SUMMARY OR ABSTRACT

Text of Note
"The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications." "The text emphasises applications, mostly to finance. All the main results are illustrated by examples and exercises appear at the end of each chapter with complete solutions. This will help the reader understand the theory and see how to apply it. The book assumes some basic knowledge of stochastic analysis, measure theory and partial differential equations."--Jacket.

SYSTEM REQUIREMENTS NOTE (ELECTRONIC RESOURCES)

Text of Note
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

ACQUISITION INFORMATION NOTE

Source for Acquisition/Subscription Address
Springer
Stock Number
978-3-540-69825-8

OTHER EDITION IN ANOTHER MEDIUM

Title
Applied stochastic control of jump diffusions.
International Standard Book Number
9783540698258

TOPICAL NAME USED AS SUBJECT

Stochastic control theory.
Stochastic processes.
Viscosity solutions.
Diffusionsprozess
Lévy-Prozess
Sprungprozess
Stochastic control theory.
Stochastic control theory.
Stochastic processes.
Stochastic processes.
Stochastische Kontrolltheorie
Viscosity solutions.
Viscosity solutions.

DEWEY DECIMAL CLASSIFICATION

Number
629
.
8312
Edition
22

LIBRARY OF CONGRESS CLASSIFICATION

Class number
QA402
.
37
Book number
.
O37eb

OTHER CLASS NUMBERS

Class number
500
Class number
MAT
605f
Class number
O231
.
3
Class number
QH
237
Class number
SK
820
Class number
SK
880
System Code
sdnb
System Code
stub
System Code
clc
System Code
rvk
System Code
rvk
System Code
rvk

PERSONAL NAME - PRIMARY RESPONSIBILITY

Øksendal, B. K., (Bernt Karsten),1945-

PERSONAL NAME - ALTERNATIVE RESPONSIBILITY

Sulem, Agnès.

ORIGINATING SOURCE

Date of Transaction
20201203233533.0
Cataloguing Rules (Descriptive Conventions))
pn

ELECTRONIC LOCATION AND ACCESS

Electronic name
 مطالعه متن کتاب 

[Book]

Y

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