عنوان
پدید آورنده
موضوع
رده
QA402.37 .O37eb
QA402
.
37
.
O37eb
کتابخانه
محل استقرار
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
