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W. Fleming ; R. Rishel | London [GBR] : Springer | Applications of mathematics, ISSN 0862-7940 | 1975The simplest probelm in calculus of variations. The optimal control problem. Existence and continuity properties of optimal controls. Dynamic programming. Stochastic differential equations and Marlov diffusion processes. Optimal control of Marko[...]ouvrage
P. Embrechts ; C. Kluppelberg ; T. Mikosh | London [GBR] : Springer | Applications of mathematics, ISSN 0862-7940 | 1997Both in insurance and finance applications, questions involving extremal events (such as large insurance claims, large fluctua- tions in financial data, stock market shocks, risk management, ...) play an increasingly important role. This book se[...]
