Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory
Chang, Mou-Hsiung, Pang, Tao, Pemy, MoustaphaVolume:
30
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2012.727143
Date:
November, 2012
File:
PDF, 261 KB
english, 2012