Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality
- 期刊名称SIAM Journal on Control and Optimization
- 作者Yang, Zhou; Tang, Shanjian
- 卷第51卷
- 期第1期
- 印刷ISSN0363-0129
- 电子ISSN1095-7138
- 文件大小363.05KB
- 发表时间2013-01
- DOI10.1137/110850980
- 页码64-95
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