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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