BIBLIO is the largest independent book marketplace in the world, with over 100 million books.

Skip to content

Applied Stochastic Control Of Jump Diffusions

Applied Stochastic Control Of Jump Diffusions

Applied Stochastic Control Of Jump Diffusions
Stock photo: cover may vary

Applied Stochastic Control Of Jump Diffusions Paperback - 2004

by Bernt K. Oksendal; Agnhs Sulem; Bernt A~ksendal

Add to wish list
  • New
New

Description

New/New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!
Ask the seller a question Add to wish list
A$49.74
A$21.91 Delivery to USA
Standard delivery: 7 to 14 days
More delivery options
Ships from Students Textbooks (India)
Biblio Top Seller
The BIBLIO Guarantee

Details

  • Title Applied Stochastic Control Of Jump Diffusions
  • Author Bernt K. Oksendal; Agnhs Sulem; Bernt A~ksendal
  • Binding Paperback
  • Edition 1st
  • Condition New
  • Pages 208
  • Volumes 1
  • Language ENG
  • Publisher Springer, Berlin, Germany
  • Publication date December 22, 2004
  • Bookseller's Inventory # BIBNNA-11145
  • ISBN 9783540140238 / 3540140239
  • Weight 0.79 lbs (0.36 kg)
  • Dimensions 9.22 x 6.54 x 0.51 in (23.42 x 16.61 x 1.30 cm)
  • Category Mathematics
  • Dewey Decimal Code 511.8
  • Quantity available 2

About Students Textbooks India

Specialising in: International Edition., Textbooks
Biblio member since 2009

Selling textbooks, International editions and reference books online from last 5 Years.

Terms of Sale:

30 day return guarantee, with full refund including shipping costs for up to 30 days after delivery if an item arrives misdescribed or damaged. Return address: Students_Textbooks 12 phankha road Jankpuri New Delhi 110036 India

Browse books from Students Textbooks

Reader reviews for Applied Stochastic Control Of Jump Diffusions

Write a review for this book

There are no reviews for this book yet. Be the first to write a review!

Your review will be anonymous unless you login or create an account first.

Overall rating
Remember: You’re rating the book as a work, not the seller or the condition of the specific copy you purchased!

Important Terms and Guidelines

  • Please focus on the book’s content and context. Also, add any personal comments as to how you enjoyed the book. Substantiate your likes and dislikes. You may make comparisons to other books.
  • Reviews must be at least 140 characters in length.
  • Please do not reveal critical plot elements.
  • This is not a help line. Contact customer support if you need help.
Your review must not include:
  • Obscenities, discriminatory language, or other insulting language not suitable for public domain
  • Advertisements, “spam” content, or references to other products, offers or websites.
  • Email addresses, URLs, phone numbers, physical addresses or other contact information.
  • Overly critical comments about other reviews or reviewers
  • Time-sensitive material (i.e. promotional tours, seminars, lectures, etc.)
  • Availability, price, or alternative ordering/shipping information

From the publisher

Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dynamic programming method and the maximum principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examples, with end-of-chapter exercises including complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Levy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.

First line

Definition 1.1 Let ( ,F, (Ft)t 0, P) be a filtered probability space.

Please wait a moment while we load the requested page.

tracking-