Stochastic Control with Exit Time and Constraints,...

Applied Mathematics & Optimization 2004 / 03 Vol. 49; Iss. 2

Stochastic Control with Exit Time and Constraints, Application to Small Time Attainability of Sets

Rainer Buckdahn, Marc Quincampoix, Catherine Rainer, Aurel Rascanu
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
49
Language:
english
Pages:
14
Journal:
Applied Mathematics and Optimization
DOI:
10.1007/s00245-003-0789-z
Date:
March, 2004
File:
PDF, 237 KB
english, 2004
Conversion to is in progress
Conversion to is failed