Multidimensional Backward Stochastic Riccati Equations and Applications
- 期刊名称SIAM Journal on Control and Optimization
- 作者Kohlmann, Michael; Tang, Shanjian
- 卷第41卷
- 期第6期
- 印刷ISSN0363-0129
- 电子ISSN1095-7138
- 文件大小261.41KB
- 发表时间2003-01
- DOI10.1137/s0363012900378760
- 页码1696-1721
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