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"Pathwise Stochastic Control Problems and Stochastic HJB Equations."

Rainer Buckdahn, Jin Ma (2007)

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DOI: 10.1137/S036301290444335X

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/BuckdahnM07
Rainer Buckdahn, Jin Ma:
Pathwise Stochastic Control Problems and Stochastic HJB Equations. SIAM J. Control. Optim. 45(6): 2224-2256 (2007)

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