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Existence of stochastic control under state constraints

Authors :
Buckdahn, R.
Peng, S.
Quincampoix, M.
Rainer, C.
Source :
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (now called Comptes Rendus Mathematique); 1998, Vol. 327 Issue: 1 p17-22, 6p
Publication Year :
1998

Details

Language :
English
ISSN :
07644442
Volume :
327
Issue :
1
Database :
Supplemental Index
Journal :
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (now called Comptes Rendus Mathematique)
Publication Type :
Periodical
Accession number :
ejs3328758
Full Text :
https://doi.org/10.1016/S0764-4442(98)80096-7