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Stochastic control with exit time and constraints, application to small time attainability of sets

Stochastic control with exit time and constraints, application to small time attainability of sets

Rainer Buckdahn; Marc Quincampoix; Catherine Rainer; Aurel Răşcanu
  • 作者Rainer Buckdahn; Marc Quincampoix; Catherine Rainer; Aurel Răşcanu
  • 卷第49卷
  • 期第2期
  • 印刷ISSN0095-4616
  • 电子ISSN1432-0606
  • 文件大小553.65KB
  • 发表时间2004-03
  • DOI10.1007/bf02638146
  • 页码99-112
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