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 |
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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 |
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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 |
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