Stochastic controls: hamiltonian systems and HJB equations Jiongmin Yong and Xun Yu Zhou
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TextLanguage: English Series: Applications of mathematics Stochastic modelling and applied probability vol 43Publication details: New york Springer 1999 Description: xx, 438p hbISBN: 9780387987231Subject(s): HAMILTONIAN SYSTEMS | JACOBI EQUATIONSDDC classification: 519.216
| Item type | Current library | Call number | Status | Date due | Barcode |
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Book
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NISER LIBRARY | 519.216 YON-S (Browse shelf(Opens below)) | R (REFERENCE) | 11545 |
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| 519.216 SON-I Introduction to stochastic calculus for finance: a new didactic approach | 519.216 SPO-S Stochastic geometry, spatial statistics and random fields: asymptotic methods | 519.216 STE-S Stochastic calculus and financial applications | 519.216 YON-S Stochastic controls: hamiltonian systems and HJB equations | 519.216:517.2 APP-L Levy process and stochastic calculus | 519.216:517.2 KAR-B Brownian motion and stochastic calculus | 519.216:517.2 KLE-I Introduction to stochastic calculus with applications |
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