Controlled Markov Processes and Viscosity Solutions [electronic resource] /
by Wendell H. Fleming, H.M. Soner.
- Second Edition.
- New York, NY : Springer Science+Business Media, Inc., 2006.
- v.: digital
- Stochastic Modelling and Applied Probability, 25 0172-4568 ; .
9780387310718
Mathematics Finance Systems theory Distribution (Probability theory) Mathematics Probability Theory and Stochastic Processes Systems Theory, Control Control Engineering Operations Research/Decision Theory Quantitative Finance