Goodman, J. -- Topics in App. Prob. (G63.2936GOOD)

AUTHOR:Fleming, Wendell Helms, 1928-
TITLE:Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner.
PUBLISHER:New York : Springer-Verlag, 1993.
SERIES:Applications of mathematics ; 25
 
 
AUTHOR:Kushner, Harold J. (Harold Joseph), 1933-
TITLE:Numerical methods for stochastic control problems in continuous time / Harold J. Kushner, Paul Dupuis.
PUBLISHER:New York : Springer-Verlag, 1992.
SERIES:Applications of mathematics ; 24
 
 
AUTHOR:Øksendal, B. K. (Bernt Karsten), 1945-
TITLE:Stochastic differential equations : an introduction with applications / Bernt Øksendal.
EDITION:6th ed.
PUBLISHER:Berlin ; New York : Springer, 2003.
SERIES:Universitext