My Library

Limit search to available items
Book Cover
Title Optimal stochastic control, stochastic target problems, and backward SDE [electronic resource] / Nizar Touzi ; with chapter 13 by Agnès Tourin.
Author Touzi, Nizar.
Publication Info. New York : Springer, c2013.

Location Call No. Status Notes
 Libraries Electronic Books  ELECTRONIC BOOKS-DDA    AVAIL. ONLINE
Description 1 online resource.
Series Fields Institute monographs ; v.29.
Bibliography Includes bibliographical references.
Reproduction Electronic reproduction. Perth, W.A. Available via World Wide Web.
Subject Stochastic control theory.
Stochastic partial differential equations.
Stochastic analysis.
Differential equations, partial.
Mathematical optimization.
Distribution (Probability theory).
Quantitative Finance.
Probability Theory and Stochastic Processes.
Partial Differential Equations.
Calculus of Variations and Optimal Control; Optimization.
Added Author Tourin, Agnès.
Ebooks Corporation
ISBN 9781461442868 (electronic bk.)
1461442869 (electronic bk.)
OCLC # EBC1030660
View Shelf for Similar Items