Topics on Singular Stochastic Control and Related Stochastic Differential Equations

Topics on Singular Stochastic Control and Related Stochastic Differential Equations
Author: Chin Ma
Publisher:
Total Pages: 202
Release: 1992
Genre:
ISBN:

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Topics on Singular Stochastic Control and Related Stochastic Differential Equations
Language: en
Pages: 202
Authors: Chin Ma
Categories:
Type: BOOK - Published: 1992 - Publisher:

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Topics on Singular Stochastic Control and Related Stochastic Differential Equations
Language: en
Pages: 230
Authors: Jin Ma
Categories: Stochastic control theory
Type: BOOK - Published: 1992 - Publisher:

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Stochastic Differential Systems, Stochastic Control Theory and Applications
Language: en
Pages: 601
Authors: Wendell Fleming
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop
Stochastic Analysis, Filtering, and Stochastic Optimization
Language: en
Pages: 466
Authors: George Yin
Categories: Mathematics
Type: BOOK - Published: 2022-04-22 - Publisher: Springer Nature

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This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
Language: en
Pages: 219
Authors: Nizar Touzi
Categories: Mathematics
Type: BOOK - Published: 2012-09-25 - Publisher: Springer Science & Business Media

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This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic contro