Fleming, Wendell H.

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

QA274.7 / .F54 2006