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  • Mathematical Aspects of Evolving Interfaces af Luigi Ambrosio
    Mathematical Aspects of Evolving Interfaces
    - Lectures given at the C.I.M.-C.I.M.E. joint Euro-Summer School held in Madeira Funchal, Portugal, July 3-9, 2000
    af Luigi Ambrosio, Gerhard Dziuk, Halil Mete Soner, mfl.
    545,95 kr.

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  • Controlled Markov Processes and Viscosity Solutions af Wendell H. Fleming
    Controlled Markov Processes and Viscosity Solutions
    af Wendell H. Fleming & Halil Mete Soner
    1.983,95 - 1.991,95 kr.

    This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

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