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3rd editionが出ていたようです https://t.co/tcq7K8B8On #springer
Applied Stochastic Control of Jump Diffusions
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Stochastic Calculus with Lévy Processes
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Altmetric BadgeChapter 2 Financial Markets Modeled by Jump Diffusions
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Altmetric BadgeChapter 3 Optimal Stopping of Jump Diffusions
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Altmetric BadgeChapter 4 Backward Stochastic Differential Equations and Risk Measures
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Altmetric BadgeChapter 5 Stochastic Control of Jump Diffusions Stochastic control
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Altmetric BadgeChapter 6 Stochastic Differential Games
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Altmetric BadgeChapter 7 Combined Optimal Stopping and Stochastic Control of Jump Diffusions
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Altmetric BadgeChapter 8 Singular Control for Jump Diffusions
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Altmetric BadgeChapter 9 Impulse Control of Jump Diffusions
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Altmetric BadgeChapter 10 Approximating Impulse Control by Iterated Optimal Stopping
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Altmetric BadgeChapter 11 Combined Stochastic Control and Impulse Control of Jump Diffusions
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Altmetric BadgeChapter 12 Viscosity Solutions
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Altmetric BadgeChapter 13 Optimal Control of Stochastic Partial Differential Equations and Partial (Noisy) Observation Control
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Altmetric BadgeChapter 14 Solutions of Selected Exercises
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Citations
- dimensions_citation
- 97 Dimensions