Applied Stochastic Control of Jump Diffusions | springerprofessional.de

Springer Professional

nach oben

2007 | Buch

Kapitel lesen Erstes Kapitel lesen

Applied Stochastic Control of Jump Diffusions

verfasst von: Bernt Øksendal, Agnès Sulem

Verlag: Springer Berlin Heidelberg

Buchreihe : Universitext

Enthalten in: Springer Professional "Wirtschaft+Technik" , Springer Professional "Technik" , Springer Professional "Wirtschaft"

Einloggen, um Zugang zu erhalten

Anzeige

Inhaltsverzeichnis

Frontmatter

1. Stochastic Calculus with Jump Diffusions

2. Optimal Stopping of Jump Diffusions

3. Stochastic Control of Jump Diffusions

4. Combined Optimal Stopping and Stochastic Control of Jump Diffusions

5. Singular Control for Jump Diffusions

6. Impulse Control of Jump Diffusions

7. Approximating Impulse Control by Iterated Optimal Stopping

8. Combined Stochastic Control and Impulse Control of Jump Diffusions

9. Viscosity Solutions

10. Optimal Control of Random Jump Fields and Partial Information Control

11. Solutions of Selected Exercises

Backmatter

Titel: Applied Stochastic Control of Jump Diffusions
verfasst von: Bernt Øksendal
Agnès Sulem
Copyright-Jahr: 2007
Verlag: Springer Berlin Heidelberg
Electronic ISBN: 978-3-540-69826-5
Print ISBN: 978-3-540-69825-8
DOI: https://doi.org/10.1007/978-3-540-69826-5