Probabilistic Solutions for a Class of Path-Dependent Hamilton-Jacobi-Bellman Equations

Author: Xu Yuhong  

Publisher: Taylor & Francis Ltd

ISSN: 0736-2994

Source: Stochastic Analysis and Applications, Vol.31, Iss.3, 2013-05, pp. : 440-459

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract