Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients
Chang, Mou-Hsiung, Pang, Tao, Yong, JiongminVolume:
48
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/070705726
Date:
January, 2009
File:
PDF, 320 KB
english, 2009