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Backward stochastic differential equations and its application to stochastic control
- 1.0349569 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
Veverka, Petr
Backward stochastic differential equations and its application to stochastic control.
Stochastic and Physical Monitoring Systems 2010 - Proceedings. Praha: Nakladatelství ČVUT - výroba, 2010 - (Hobza, T.), s. 181-189. ISBN 978-80-01-04641-8.
[Stochastic and Physical Monitoring Systems 2010. Děčín (CZ), 27.06.2010-03.07.2010]
R&D Projects: GA ČR GD402/09/H045; GA ČR GAP402/10/1610
Institutional research plan: CEZ:AV0Z10750506
Keywords : BSDE * Stochastic control
Subject RIV: BA - General Mathematics
http://library.utia.cas.cz/separaty/2010/E/veverka-backward%20stochastic%20differential%20equations%20and%20its%20application%20to%20stochastic%20control.pdf
Permanent Link: http://hdl.handle.net/11104/0189770
Number of the records: 1