Applied stochastic control of jump diffusions. (2019)

• Record Type: Book
• Further Information: Note: Bernt Øksendal, Agnès Sulem.
• Authors: Øksendal, B. K (Bernt Karsten), 1945-; Sulem, Agnès
• Contents: Preface.- Stochastic Calculus with Lévy Processes.- Financial Markets Modelled by Jump Diffusions.- Optimal Stopping of Jump Diffusions.- Backward Stochastic Differential Equations and Risk Measures.- Stochastic Control of Jump Diffusions.- Stochastic Differential Games.- Combined Optimal Stopping and Stochastic Control of Jump Diffusions.- Viscosity Solutions.- Solutions of Selected Exercises.- References.- Notation and Symbols.
• Edition: Third edition
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2019
• Extent: 1 online resource (xvi, 436 pages), illustrations (some color)
• Subjects: 629.8312; Stochastic control theory; Stochastic processes; Viscosity solutions; Electronic books
• Languages: English
• ISBNs: 9783030027810; 3030027813
• Related ISBNs: 9783030027797
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed May 2, 2019).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.