Fleming, Wendell H.

Controlled Markov Processes and Viscosity Solutions [electronic resource] / by Wendell H. Fleming, H.M. Soner. - Second Edition. - New York, NY : Springer New York, 2006. - digital. - Stochastic Modelling and Applied Probability, 25 0172-4568 ; . - Stochastic Modelling and Applied Probability, 25 .

9780387310718

10.1007/0-387-31071-1 doi


Mathematics.
Finance.
Systems theory.
Distribution (Probability theory).
Mathematics.
Probability Theory and Stochastic Processes.
Systems Theory, Control.
Control Engineering.
Operations Research/Decision Theory.
Quantitative Finance.

QA273.A1-274.9 QA274-274.9

519.2

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