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Existence and optimality conditions in stochastic control of linear BSDEs
Bahlali, Khaled, Gherbal, Boulakhrass, Mezerdi, BrahimVolume:
18
Language:
english
Journal:
Random Operators and Stochastic Equations
DOI:
10.1515/rose.2010.010
Date:
January, 2010
File:
PDF, 229 KB
english, 2010