Backward SDE representation for stochastic control problems with nondominated controlled intensity
Choukroun, Sébastien, Cosso, AndreaVolume:
26
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/15-AAP1115
Date:
April, 2016
File:
PDF, 487 KB
english, 2016