Applied Stochastic Control of Jump Diffusions
Edition: 1 edition
Publisher: Springer
Published: December 22, 2004
Language: eng
Format: Paperback
Number of pages: 218
ISBN-13: 9783540140238
Subjects: Stochastics; Mathematics; General; Textbooks; Viscosity solutions; Science/Mathematics; Stochastic processes; Finance; Linear Programming; Mathematical Analysis; Business & Economics / Operations Research; Business & Economics-Finance; Lévy processes; Mathematics / Linear Programming; Mathematics-Mathematical Analysis; impulse control; jump diffusions; stochastic control; Stochastic control theory
First sentence: Definition 1.1 Let ( ,F, {Ft}t 0, P) be a filtered probability space.