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Series series Mathematics and Statistics (R0)
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The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications. Both the dynamic programming method and the stochastic maximum principle method are discussed, as well as the relation between them. Corresponding verification theorems involving the Hamilton
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Series Libro 28 - Series on Concrete and Applicable Mathematics
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Series series eBColl Synthesis Collection 12
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Series series Chapman & Hall/CRC Monographs and Research Notes in Mathematics
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Series series Mathematics and Statistics (R0)
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Series series Springer Nature Proceedings excluding Computer Science
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Series series Mathematics and Statistics (R0)
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Series Libro 31 - New Mathematical Monographs
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Series series Mathematics and Statistics (R0)
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Series series Mathematics and Statistics (R0)
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nonlinear analysis and applications

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Series series Lecture Notes in Pure and Applied Mathematics
This book contains lecture notes in pure and applied mathematics from the proceedings of an International Conference on Nonlinear Analysis and Applications, held at Memorial University of Newfoundland in June 1981. It includes information on fractional calculus and the Stieltjes transform. ... Leer más

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This book contains lecture notes in pure and applied mathematics from the proceedings of an International Conference on Nonlinear Analysis and Applications, held at Memorial University of Newfoundland in June 1981. It includes information on fractional calculus and the Stieltjes transform.
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Nonlinear and Convex Analysis

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Edición de Bor-Luh Lin, Stephen Simone ...

Series series Lecture Notes in Pure and Applied Mathematics
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This book contains expanded versions of the talks given at the conference held in honour of professor Ky Fan in California in 1985, as well as papers on nonlinear and convex analysis as contributions to Ky Fan. It also includes a list of publications by Ky Fan.
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