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Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems

Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems

Yazeng Liu; Shige Peng
  • 作者Yazeng Liu; Shige Peng
  • 卷第38卷
  • 期第8期
  • 印刷ISSN0005-1098
  • 文件大小139.41KB
  • 发表时间2002
  • DOI10.1016/s0005-1098(02)00041-9
  • 页码1417-1423
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