Morimoto, Hiroaki, 1945-

Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto. - Cambridge : Cambridge University Press, 2010. - xiii, 325 p. ; 25 cm. - Encyclopedia of mathematics and its applications ; [131] . - Encyclopedia of mathematics and its applications ; v. 131. .

Includes bibliographical references and index.

9780521195034 (hbk.) 0521195039 (hbk.)


Stochastic differential equations.
Stochastic control theory.
Optimal stopping (Mathematical statistics)

519.2 / MOR 2010