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Applied Stochastic Control of Jump Diffusions
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Stochastic Calculus with Jump diffusions
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Chapter 2
Optimal Stopping of Jump Diffusions
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Chapter 3
Stochastic Control of Jump Diffusions
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Chapter 4
Combined Optimal Stopping and Stochastic Control of Jump Diffusions
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Chapter 5
Singular Control for Jump Diffusions
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Chapter 6
Impulse Control of Jump Diffusions
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Chapter 7
Approximating Impulse Control of Diffusions by Iterated Optimal Stopping
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Chapter 8
Combined Stochastic Control and Impulse Control of Jump Diffusions
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Chapter 9
Viscosity Solutions
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Chapter 10
Solutions of Selected Exercises
Overall attention for this book and its chapters
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Mentioned by
syllabi
1
institution with syllabi
Readers on
mendeley
16
Mendeley
Book overview
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 of Diffusions by Iterated Optimal Stopping
8. Combined Stochastic Control and Impulse Control of Jump Diffusions
9. Viscosity Solutions
10. Solutions of Selected Exercises
Summary
Syllabi
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
1
syllabus from an institution on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
University of Oslo
1
Astronomy and Astrophysics, Business, Civil Engineering