Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation
J. Frédéric Bonnans and Housnaa ZidaniVolume:
41
Year:
2004
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.2307/4101113
File:
PDF, 363 KB
english, 2004