Relationship Between Backward Stochastic Differential...

SIAM Journal on Control and Optimization 2000 / 01 Vol. 38; Iss. 5

Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach

Kohlmann, Michael, Zhou, Xun Yu
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Volume:
38
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/S036301299834973X
Date:
January, 2000
File:
PDF, 182 KB
english, 2000
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