↓ Skip to main content
What is this page? Embed badge

Applied Stochastic Control of Jump Diffusions

Overview of attention for book
Cover of 'Applied Stochastic Control of Jump Diffusions'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Stochastic Calculus with Lévy Processes
  3. Altmetric Badge
    Chapter 2 Financial Markets Modeled by Jump Diffusions
  4. Altmetric Badge
    Chapter 3 Optimal Stopping of Jump Diffusions
  5. Altmetric Badge
    Chapter 4 Backward Stochastic Differential Equations and Risk Measures
  6. Altmetric Badge
    Chapter 5 Stochastic Control of Jump Diffusions Stochastic control
  7. Altmetric Badge
    Chapter 6 Stochastic Differential Games
  8. Altmetric Badge
    Chapter 7 Combined Optimal Stopping and Stochastic Control of Jump Diffusions
  9. Altmetric Badge
    Chapter 8 Singular Control for Jump Diffusions
  10. Altmetric Badge
    Chapter 9 Impulse Control of Jump Diffusions
  11. Altmetric Badge
    Chapter 10 Approximating Impulse Control by Iterated Optimal Stopping
  12. Altmetric Badge
    Chapter 11 Combined Stochastic Control and Impulse Control of Jump Diffusions
  13. Altmetric Badge
    Chapter 12 Viscosity Solutions
  14. Altmetric Badge
    Chapter 13 Optimal Control of Stochastic Partial Differential Equations and Partial (Noisy) Observation Control
  15. Altmetric Badge
    Chapter 14 Solutions of Selected Exercises
Attention for Chapter 13: Optimal Control of Stochastic Partial Differential Equations and Partial (Noisy) Observation Control
Altmetric Badge

Citations

dimensions_citation
99 Dimensions
Summary Dimensions citations
So far, Dimensions has found 99 publications that cite this research output.

99

The most recent citing publications are shown below. View all 99 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.