Number of the records: 1
Backward stochastic differential equations and its application to stochastic control
- 1.
SYSNO 0349569 Title Backward stochastic differential equations and its application to stochastic control Author(s) Veverka, Petr (UTIA-B) [E] Source Title Stochastic and Physical Monitoring Systems 2010 - Proceedings. S. 181-189. - Praha : Nakladatelství ČVUT - výroba, 2010 / Hobza Tomáš Conference Stochastic and Physical Monitoring Systems 2010, Děčín, 27.06.2010-03.07.2010 Document Type Konferenční příspěvek (zahraniční konf.) Grant GD402/09/H045 GA ČR - Czech Science Foundation (CSF) GAP402/10/1610 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country CZ Keywords BSDE * Stochastic control URL 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