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Applied Stochastic Control of Jump Diffeusions

文件格式:Pdf 可复制性:可复制 TAG标签: stochastic Applied Control Jump Diffeusions 点击次数: 更新时间:2009-10-15 16:24
介绍

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 Diffudions

7. Approximating Impulse Control of Diffusions by Iterated Optimal Stopping

8. Combined Stochastic Control and Impulse Control of Jump Diffudions

9. Viscosity Solutions

10. Solutions of Selected Exercises

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