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Applied Stochastic Control of Jump Diffusions

Bernt Øksendal Agnès Sulem

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Institución detectada Año de publicación Navegá Descargá Solicitá
No detectada 2007 SpringerLink

Información

Tipo de recurso:

libros

ISBN impreso

978-3-540-69825-8

ISBN electrónico

978-3-540-69826-5

Editor responsable

Springer Nature

País de edición

Reino Unido

Fecha de publicación

Información sobre derechos de publicación

© Springer-Verlag Berlin Heidelberg 2007

Cobertura temática

Tabla de contenidos

Stochastic Calculus with Jump Diffusions

Bernt Øksendal; Agnès Sulem

My goal here clearly has not been the presentation of a definitive account or a polished treatise. It was my intention to throw out food for thought, to illustrate some of the curiosities and ironies inherent in women’s position in mathematics historically and across cultures. The interactions of gender and culture are never simple or straightforward. The history of women in mathematics has not been some Whiggish triumphal passage from darkness into light, but neither has it been a chronicle exclusively of discrimination and marginalization. The history and present status of women in mathematics are complicated, and often the picture has elements of contradiction. One conclusion seems obvious, however. The complex and multifaceted interactions of gender and mathematics can be understood only if one takes into account historical and cross-cultural perspectives.

Pp. 1-25

Optimal Stopping of Jump Diffusions

Bernt Øksendal; Agnès Sulem

My goal here clearly has not been the presentation of a definitive account or a polished treatise. It was my intention to throw out food for thought, to illustrate some of the curiosities and ironies inherent in women’s position in mathematics historically and across cultures. The interactions of gender and culture are never simple or straightforward. The history of women in mathematics has not been some Whiggish triumphal passage from darkness into light, but neither has it been a chronicle exclusively of discrimination and marginalization. The history and present status of women in mathematics are complicated, and often the picture has elements of contradiction. One conclusion seems obvious, however. The complex and multifaceted interactions of gender and mathematics can be understood only if one takes into account historical and cross-cultural perspectives.

Pp. 27-44

Stochastic Control of Jump Diffusions

Bernt Øksendal; Agnès Sulem

My goal here clearly has not been the presentation of a definitive account or a polished treatise. It was my intention to throw out food for thought, to illustrate some of the curiosities and ironies inherent in women’s position in mathematics historically and across cultures. The interactions of gender and culture are never simple or straightforward. The history of women in mathematics has not been some Whiggish triumphal passage from darkness into light, but neither has it been a chronicle exclusively of discrimination and marginalization. The history and present status of women in mathematics are complicated, and often the picture has elements of contradiction. One conclusion seems obvious, however. The complex and multifaceted interactions of gender and mathematics can be understood only if one takes into account historical and cross-cultural perspectives.

Pp. 45-63

Combined Optimal Stopping and Stochastic Control of Jump Diffusions

Bernt Øksendal; Agnès Sulem

My goal here clearly has not been the presentation of a definitive account or a polished treatise. It was my intention to throw out food for thought, to illustrate some of the curiosities and ironies inherent in women’s position in mathematics historically and across cultures. The interactions of gender and culture are never simple or straightforward. The history of women in mathematics has not been some Whiggish triumphal passage from darkness into light, but neither has it been a chronicle exclusively of discrimination and marginalization. The history and present status of women in mathematics are complicated, and often the picture has elements of contradiction. One conclusion seems obvious, however. The complex and multifaceted interactions of gender and mathematics can be understood only if one takes into account historical and cross-cultural perspectives.

Pp. 65-76

Singular Control for Jump Diffusions

Bernt Øksendal; Agnès Sulem

My goal here clearly has not been the presentation of a definitive account or a polished treatise. It was my intention to throw out food for thought, to illustrate some of the curiosities and ironies inherent in women’s position in mathematics historically and across cultures. The interactions of gender and culture are never simple or straightforward. The history of women in mathematics has not been some Whiggish triumphal passage from darkness into light, but neither has it been a chronicle exclusively of discrimination and marginalization. The history and present status of women in mathematics are complicated, and often the picture has elements of contradiction. One conclusion seems obvious, however. The complex and multifaceted interactions of gender and mathematics can be understood only if one takes into account historical and cross-cultural perspectives.

Pp. 77-89

Impulse Control of Jump Diffusions

Bernt Øksendal; Agnès Sulem

My goal here clearly has not been the presentation of a definitive account or a polished treatise. It was my intention to throw out food for thought, to illustrate some of the curiosities and ironies inherent in women’s position in mathematics historically and across cultures. The interactions of gender and culture are never simple or straightforward. The history of women in mathematics has not been some Whiggish triumphal passage from darkness into light, but neither has it been a chronicle exclusively of discrimination and marginalization. The history and present status of women in mathematics are complicated, and often the picture has elements of contradiction. One conclusion seems obvious, however. The complex and multifaceted interactions of gender and mathematics can be understood only if one takes into account historical and cross-cultural perspectives.

Pp. 91-105

Approximating Impulse Control by Iterated Optimal Stopping

Bernt Øksendal; Agnès Sulem

My goal here clearly has not been the presentation of a definitive account or a polished treatise. It was my intention to throw out food for thought, to illustrate some of the curiosities and ironies inherent in women’s position in mathematics historically and across cultures. The interactions of gender and culture are never simple or straightforward. The history of women in mathematics has not been some Whiggish triumphal passage from darkness into light, but neither has it been a chronicle exclusively of discrimination and marginalization. The history and present status of women in mathematics are complicated, and often the picture has elements of contradiction. One conclusion seems obvious, however. The complex and multifaceted interactions of gender and mathematics can be understood only if one takes into account historical and cross-cultural perspectives.

Pp. 107-122

Combined Stochastic Control and Impulse Control of Jump Diffusions

Bernt Øksendal; Agnès Sulem

My goal here clearly has not been the presentation of a definitive account or a polished treatise. It was my intention to throw out food for thought, to illustrate some of the curiosities and ironies inherent in women’s position in mathematics historically and across cultures. The interactions of gender and culture are never simple or straightforward. The history of women in mathematics has not been some Whiggish triumphal passage from darkness into light, but neither has it been a chronicle exclusively of discrimination and marginalization. The history and present status of women in mathematics are complicated, and often the picture has elements of contradiction. One conclusion seems obvious, however. The complex and multifaceted interactions of gender and mathematics can be understood only if one takes into account historical and cross-cultural perspectives.

Pp. 123-133

Viscosity Solutions

Bernt Øksendal; Agnès Sulem

My goal here clearly has not been the presentation of a definitive account or a polished treatise. It was my intention to throw out food for thought, to illustrate some of the curiosities and ironies inherent in women’s position in mathematics historically and across cultures. The interactions of gender and culture are never simple or straightforward. The history of women in mathematics has not been some Whiggish triumphal passage from darkness into light, but neither has it been a chronicle exclusively of discrimination and marginalization. The history and present status of women in mathematics are complicated, and often the picture has elements of contradiction. One conclusion seems obvious, however. The complex and multifaceted interactions of gender and mathematics can be understood only if one takes into account historical and cross-cultural perspectives.

Pp. 135-160

Optimal Control of Random Jump Fields and Partial Information Control

Bernt Øksendal; Agnès Sulem

My goal here clearly has not been the presentation of a definitive account or a polished treatise. It was my intention to throw out food for thought, to illustrate some of the curiosities and ironies inherent in women’s position in mathematics historically and across cultures. The interactions of gender and culture are never simple or straightforward. The history of women in mathematics has not been some Whiggish triumphal passage from darkness into light, but neither has it been a chronicle exclusively of discrimination and marginalization. The history and present status of women in mathematics are complicated, and often the picture has elements of contradiction. One conclusion seems obvious, however. The complex and multifaceted interactions of gender and mathematics can be understood only if one takes into account historical and cross-cultural perspectives.

Pp. 161-181