Browsing by Subject Backward Stochastic Differential Equations, Maximum Principle, Adjoint Equation, Variational Inequalities, Path Dependence.
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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18-Apr-2014 | Necessary and Sufficient Condition for Optimality of a Backward Non-Markovian System | A. Chala |