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A stability theorem for stochastic differential equations and application to stochastic control problems

 

作者: Keigo Yamada,  

 

期刊: Stochastics  (Taylor Available online 1984)
卷期: Volume 13, issue 4  

页码: 257-279

 

ISSN:0090-9491

 

年代: 1984

 

DOI:10.1080/17442508408833323

 

出版商: Gordon and Breach Science Publishers Inc

 

数据来源: Taylor

 

摘要:

For a sequence of stochastic differential equations of the the type: a stabilty theorem is presented under appropritate convergence mode of [d] and m application to stochastic control problems is also briefly discussed.

 

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