Optimal stochastic control, stochastic target problems, and backward SDE /

Lignende værker

• Stochastic partial differential equations /
  af: Chow, P. L.
  Udgivet: (2007)
• Stochastic differential equations : an introduction with applications /
  af: Øksendal, B. K.
  Udgivet: (2013)
• Backward stochastic differential equations with jumps and their actuarial and financial applications : BSDEs with jumps /
  af: Delong, Łukasz
  Udgivet: (2013)
• Stochastic differential equations
  af: Arnold, L.
  Udgivet: (1974)
• Stochastic differential equations /
  af: Cecconi, Jaures P.,ed
  Udgivet: (2010)