De som köpt den här boken har ofta också köpt The Anxious Generation av Jonathan Haidt (inbunden).
Köp båda 2 för 1629 krFrom the reviews: The book treats a large class of fully nonlinear parabolic PDEs via probabilistic methods. The monograph may be strongly recommended as an excellent reading to PhD students, postdocs et al working in the area of controlled stochastic processes and/or nonlinear partial differential equations of the second order. recommended to a wider audience of all students specializing in stochastic analysis or stochastic finance starting from MSc level. (Alexander Yu Veretennikov, Zentralblatt MATH, Vol. 1171, 2009)
to the Theory of Controlled Diffusion Processes.- Auxiliary Propositions.- General Properties of a Payoff Function.- The Bellman Equation.- The Construction of ?-Optimal Strategies.- Controlled Processes with Unbounded Coefficients: The Normed Bellman Equation.