Authors:Bernt Øksendal, Agnès Sulem, Bernt Oksendal, Agnes
Publisher: Springer
Keywords: diffusions, jump, control, stochastic, applied
Number of Pages: 260
Published: 2004-12-22
List price: $59.95
ISBN-10: 3540140239
ISBN-13: 9783540140238

The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. The types of control problems covered include classical stochastic control, optimal stopping, impulse control and singular control. Both the dynamic programming method and the maximum principle method are discussed, as well as the relation between them. Corresponding verification theorems involving the Hamilton-Jacobi Bellman equation and/or (quasi-)variational inequa

Author: Bernt Oksendal
Publisher: Springer
Keywords: applications, universitext, introduction, equations, differential, stochastic
Number of Pages: 374
Published: 2007-06-12
List price: $49.95
ISBN-10: 3540047581
ISBN-13: 9783540047582

This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory whic

Authors:Laurent Decreusefond, Jon Gjerde, Bernt Oksendal, Sul
Publisher: Birkhäuser Boston
Keywords: workshop, progress, probability, geilo, topics, analysis, related, stochastic
Number of Pages: 428
Published: 1998-12-18
List price: $172.00
ISBN-10: 0817640185
ISBN-13: 9780817640187

Featuring papers on backward stochastic equations, viscosity solutions, stochastic calculus of variations as well as other topics, this text includes applications to finance and economics.

Author: Bernt P. Stigum
Publisher: The MIT Press
Keywords: economics, science, formal
Number of Pages: 1049
Published: 1990-05-31
List price: $100.00
ISBN-10: 0262192845
ISBN-13: 9780262192842

Toward a Formal Science of Economics provides a unifying way to look at the concept of economic science. It lays a foundation for the axiomatic method, focusing on applications in economics and econometrics, and including discussions in logic, epistemology, and probability theory. Each chapter deals with a topic of fundamental importance to a rigorous science of economics while illustrating an aspect of the axiomatic method. Stigum describes an introductory course in mathematical logic, developing a symbolic language for mathematics and discussing the strengths and weaknesses of the axiomat

Authors:Bernt Øksendal, Agnès Sulem,
Publisher: Springer
Keywords: diffusions, universitext, jump, control, stochastic, applied
Number of Pages: 262
Published: 2007-06-28
List price: $59.95
ISBN-10: 3540698256
ISBN-13: 9783540698258

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 its applications. Both the dynamic programming method and the maximum principle method are discussed, as well as the relation between them. Corresponding verification theorems involving the Hamilton-Jacobi Bellman equation and/or (quasi-)variational inequalities are formulated. The text emphasises applications, mostly to finance. All the main results are illustrated by examples and exercises appear at the end o

Author: Thomas Dreier; Bernt Hugenholtz
Publisher: Kluwer Law International
Keywords: european, concise, law, series, property, intellectual, commentary, copyright
Number of Pages: 488
Published: 2006-08-21
List price: $220.00
ISBN-10: 9041123849
ISBN-13: 9789041123848

In the rapidly growing information society, copyright law plays a central role in the creation, production, dissemination and use of creative material and the information it contains. In the past 15 years, the European Union has enacted no less than seven Directives aimed at harmonising copyright throughout the internal market. Concise European Copyright Law aims to offer the reader a rapid understanding of all the provisions of copyright law in force in Europe, which have been enacted at the European and international levels and features: Article-by-article comme

Authors:Mireille Van Eechoud, P. Bernt Hugenholtz,
Publisher: Kluwer Law International
Keywords: law, series, information, rights, copyright, related, european
Number of Pages: 400
Published: 2009-10-15
List price: $145.00
ISBN-10: 9041131302
ISBN-13: 9789041131300