Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton–Jacobi–Bellman equations
Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton–Jacobi–Bellman equations
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DOI：
10.1016/j.na.2008.02.080
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发表时间：
2009-02
影响因子：
1.4
通讯作者：
Juan Li;S. Peng
中科院分区：
文献类型：
--
作者：
Juan Li;S. Peng
