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applied stochastic control jump di oksendal bernt (19 risultati)
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Applied Stochastic Control Of Jump Diffusions
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Condizione: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
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Applied Stochastic Control of Jump Diffusions
Da: Better World Books Ltd, Dunfermline, Regno Unito
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Prima edizione
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Aggiungi al carrelloCondizione: Very Good. 1st Edition. Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects.
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Applied Stochastic Control of Jump Diffusions
Da: Basi6 International, Irving, TX, U.S.A.
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Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
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Applied Stochastic Control Of Jump Diffusions
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Applied Stochastic Control Of Jump Diffusions
Da: Books Puddle, New York, NY, U.S.A.
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Condizione: New.
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Applied Stochastic Control Of Jump Diffusions
Da: Majestic Books, Hounslow, Regno Unito
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EUR 52,91
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Applied Stochastic Control Of Jump Diffusions
Da: Biblios, Frankfurt am main, HESSE, Germania
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EUR 53,74
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Aggiungi al carrelloCondizione: New.
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Applied Stochastic Control of Jump Diffusions (Universitext)
Da: ebooks Keystone, Reading, PA, U.S.A.
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Condizione: good. This book is in good condition, with minimal signs of wear and tear.
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Condizione: New. SUPER FAST SHIPPING.
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Applied Stochastic Control of Jump Diffusions (Universitext)
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
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Condizione: New.
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Applied Stochastic Control of Jump Diffusions (Universitext)
Da: Ria Christie Collections, Uxbridge, Regno Unito
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EUR 69,41
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Aggiungi al carrelloCondizione: New. In English.
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Applied Stochastic Control of Jump Diffusions
Editore: Springer Nature Switzerland AG, CH, 2019
ISBN 10: 3030027791 ISBN 13: 9783030027797
Lingua: Inglese
Da: Rarewaves.com USA, London, LONDO, Regno Unito
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EUR 91,67
Gratis per la spedizione da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Aggiungi al carrelloPaperback. Condizione: New. Third Edition 2019. The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications. Both the dynamic programming method and the stochastic maximum principle method are discussed, as well as the relation between them. Corresponding verification theorems involving the Hamilton-Jacobi-Bellman equation and/or (quasi-)variational inequalities are formulated. The text emphasises applications, mostly to finance. All the main results are illustrated by examples and exercises appear at the end of each chapter with complete solutions. This will help the reader understand the theory and see how to apply it. The book assumes some basic knowledge of stochastic analysis, measure theory and partial differential equations.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.
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Applied Stochastic Control of Jump Diffusions
Da: Revaluation Books, Exeter, Regno Unito
Valutazione del venditore 5 su 5 stelle
EUR 101,80
EUR 14,25 per la spedizione da Regno Unito a U.S.A.Quantità: 2 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 3rd edition. 452 pages. 9.25x6.10x1.40 inches. In Stock.
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Applied stochastic control of jump diffusions.
Editore: Berlin ; Heidelberg ; New York, NY : Springer, 2007
ISBN 10: 3540698256 ISBN 13: 9783540698258
Lingua: Inglese
Da: Chiemgauer Internet Antiquariat GbR, Altenmarkt, BAY, Germania
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EUR 24,00
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Aggiungi al carrelloOriginalbroschur. Condizione: Wie neu. 2. edition. XIII, 257 S. : graph. Darst. ; 24 cm In EXCELLENT shape. AS NEW. We offer a lot of books on PHYSICS and MATHEMATICS on stock in EXCELLENT shape). Sprache: Englisch Gewicht in Gramm: 505.
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Applied Stochastic Control of Jump Diffusions (Universitext)
Editore: Springer International Publishing, 2019
ISBN 10: 3030027791 ISBN 13: 9783030027797
Lingua: Inglese
EUR 63,92
EUR 63,40 per la spedizione da Germania a U.S.A.Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Sehr gut. Gebraucht - Sehr gut SG - leichte Beschädigungen oder Verschmutzungen, ungelesenes Mängelexemplar, gestempelt - 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 Lévy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.
-
Applied Stochastic Control of Jump Diffusions (Universitext)
Editore: Springer International Publishing, 2019
ISBN 10: 3030027791 ISBN 13: 9783030027797
Lingua: Inglese
EUR 64,06
EUR 63,40 per la spedizione da Germania a U.S.A.Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Sehr gut. Gebraucht - Sehr gut SG - leichte Beschädigungen oder Verschmutzungen, ungelesenes Mängelexemplar, gestempelt - 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 Lévy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.
-
Applied Stochastic Control of Jump Diffusions
Editore: Springer Nature Switzerland AG, CH, 2019
ISBN 10: 3030027791 ISBN 13: 9783030027797
Lingua: Inglese
Da: Rarewaves.com UK, London, Regno Unito
Valutazione del venditore 5 su 5 stelle
EUR 83,64
EUR 74,08 per la spedizione da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Aggiungi al carrelloPaperback. Condizione: New. Third Edition 2019. The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications. Both the dynamic programming method and the stochastic maximum principle method are discussed, as well as the relation between them. Corresponding verification theorems involving the Hamilton-Jacobi-Bellman equation and/or (quasi-)variational inequalities are formulated. The text emphasises applications, mostly to finance. All the main results are illustrated by examples and exercises appear at the end of each chapter with complete solutions. This will help the reader understand the theory and see how to apply it. The book assumes some basic knowledge of stochastic analysis, measure theory and partial differential equations.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.
-
Applied Stochastic Control of Jump Diffusions
Editore: Springer International Publishing, 2019
ISBN 10: 3030027791 ISBN 13: 9783030027797
Lingua: Inglese
EUR 60,06
EUR 48,99 per la spedizione da Germania a U.S.A.Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Contains recent developments within stochastic control and its applicationsDiscusses both the dynamic programming method and the stochastic maximum principle methodComprehensively presents financial markets modelled by jump diffusion.
