دانلود کتاب Applied Stochastic Control of Jump Diffusions
by Bernt Øksendal, Agnès Sulem
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عنوان فارسی: اعمال تصادفی کنترل پرش Diffusions |
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جزییات کتاب
The 3rd edition is an expanded and updated version of the 2nd edition, containing recent developments within stochastic control and its applications. Specifically, there is a new chapter devoted to a comprehensive presentation of financial markets modelled by jump diffusions, and one on backward stochastic differential equations and convex risk measures. Moreover, the authors have expanded the optimal stopping and the stochastic control chapters to include optimal control of mean-field systems and stochastic differential games.