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scientific article; zbMATH DE number 5207903
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scientific article; zbMATH DE number 5207903

    Statements

    publication date
    2 November 2007
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    zbMATH Keywords
    stochastic differential equation
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    stochastic control
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    Poisson process
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    jump-diffusion
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    Wiener process
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    Monte Carlo method
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    stochastic simulations
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    Identifiers

    Mathematics Subject Classification ID
    60-02
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    60J75
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    60J25
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    60G51
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    60H05
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    60H10
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    zbMATH DE Number
    5207903
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