Optimal stochastic control, stochastic target problems, and backward SDE :: Nizar Touzi :: ISBN 9781461442851 :: Springer 2013 :: OBNB, the Open British National Bibliography

Publication Data

Title Optimal stochastic control, stochastic target problems, and backward SDE
Author Nizar Touzi
Contributors Agnès Tourin, Fields Institute for Research in Mathematical Sciences
Publisher Springer
Publication date 2013
Publication location New York
Language English

Topics

Stochastic control theory
Stochastic differential equations
Stochastic partial differential equations
Dynamic programming

Catalogue Data

OBNB ID GBB312479
ISBN 10 1461442850
ISBN 13 9781461442851
Type BibliographicResource, Book
Dewey Classification 519.2

ISBD

P1053 x, 214 pages
P1042 Includes bibliographical references.

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Optimal stochastic control, stochastic target problems, and backward SDE by Nizar Touzi. ISBN 9781461442851. Published by Springer in 2013. Publication and catalogue information, links to buy online and reader comments.