continuoustime stochastic control and optimization with financial applications (stochastic modelling and applied probability) (huyen pham) 3540894993外语英文电子书

《continuoustime stochastic control and optimization with financial applications (stochastic modelling and applied probability) (huyen pham) 3540894993外语英文电子书》由会员上传分享，免费在线阅读，更多相关内容在教育资源-天天文库。

1、StochasticMechanicsStochasticModellingRandomMediaandAppliedProbabilitySignalProcessing(Formerly:andImageSynthesisApplicationsofMathematics)MathematicalEconomicsandFinanceStochasticOptimizationStochasticControl61StochasticModelsinLifeSciencesEditedbyB.Rozovski˘ıG.GrimmettAdvisoryBoardD.DawsonD.Gema

2、nI.KaratzasF.KellyY.LeJanB.ØksendalG.PapanicolaouE.PardouxHuyênPhamContinuous-timeStochasticControlandOptimizationwithFinancialApplicationsHuyênPhamUniversitéParis7-DenisDiderotUFRMathématiquesSiteChevaleret,Case701275202ParisCedex13Francepham@math.jussieu.frManagingEditorsBorisRozovski˘ıGeoffreyG

3、rimmettDivisionofAppliedMathematicsCentreforMathematicalSciencesBrownUniversityUniversityofCambridge182GeorgeStWilberforceRoadProvidence,RI02912CambridgeCB30WBUSAUKrozovsky@dam.brown.edug.r.grimmett@statslab.cam.ac.ukISSN0172-4568ISBN978-3-540-89499-5e-ISBN978-3-540-89500-8DOI10.1007/978-3-540-895

4、00-8SpringerDordrechtHeidelbergLondonNewYorkLibraryofCongressControlNumber:2009926070MathematicsSubjectClassification(2000):93E20,91B28,49L20,49L25,60H30cSpringer-VerlagBerlinHeidelberg2009Thisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallyth

5、erightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustal

6、waysbeobtainedfromSpringer.ViolationsareliabletoprosecutionundertheGermanCopyrightLaw.Theuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotectivelawsandregulationsandthereforefreefo

7、rgeneraluse.Coverdesign:deblikPrintedonacid-freepaperSpringerispartofSpringerScience+BusinessMedia(www.springer.com)ToChˆau,HugoandAntoinePrefaceDynamicstochasticoptimizationisthestudyofdynamicalsystemssubjecttor