Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach
Cosso, Andrea, Fuhrman, Marco, Pham, HuyênVolume:
126
Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2015.12.009
Date:
July, 2016
File:
PDF, 428 KB
english, 2016