This book is intended as an introduction to optimal stochastic control for continuous time Markov...
The volume comprises five extended surveys on the recent theory of viscosity solutions of fully n...
The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, o...
Interfaces are geometrical objects modelling free or moving boundaries and arise in a wide range ...
This book is intended as an introduction to optimal stochastic control for continuous time Mar...
This book is intended as an introduction to optimal stochastic control for continuous time Mar...
Interfaces are geometrical objects modelling free or moving boundaries and arise in a wide ran...
The volume comprises five extended surveys on the recent theory of viscosity solutions of fully n...