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Limit Theorem for Controlled Backward SDEs and Homogenization of Hamilton–Jacobi–Bellman Equations
Rainer Buckdahn, Naoyuki IchiharaVolume:
51
Language:
english
Pages:
33
Journal:
Applied Mathematics and Optimization
DOI:
10.1007/s00245-004-0805-3
Date:
January, 2005
File:
PDF, 356 KB
english, 2005