A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets

Author: An Ta Thi Kieu   Proske Frank   Rubtsov Mark  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.82, Iss.1, 2010-02, pp. : 3-23

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