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Volumn 155, Issue 2, 1999, Pages 405-422

Infinite Horizon Boundary Value Problems and Applications

Author keywords

Global exponential asymptotical stability; Homotopy approach; Infinite horizon BVP; Lyapunov function

Indexed keywords


EID: 0033165170     PISSN: 00220396     EISSN: None     Source Type: Journal    
DOI: 10.1006/jdeq.1998.3583     Document Type: Article
Times cited : (4)

References (8)
  • 5
    • 51249168165 scopus 로고
    • Solution of forward-backward stochastic differential equations
    • Hu Y., Peng S. G. Solution of forward-backward stochastic differential equations. Probab. Theory Related Fields. 103:1995;273-283.
    • (1995) Probab. Theory Related Fields , vol.103 , pp. 273-283
    • Hu, Y.1    Peng, S.G.2
  • 6
    • 0042694505 scopus 로고    scopus 로고
    • Fully coupled forward-backward stochastic differential equations and applications to optimal control
    • in press.
    • S. G. Peng, and, Z. Wu, Fully coupled forward-backward stochastic differential equations and applications to optimal control, SIAM J. Control Optim, in press.
    • SIAM J. Control Optim
    • Peng, S.G.1    Wu, Z.2
  • 7
    • 0002686129 scopus 로고
    • Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
    • Peng S. G. Probabilistic interpretation for systems of quasilinear parabolic partial differential equations. Stochastics. 37:1991;61-74.
    • (1991) Stochastics , vol.37 , pp. 61-74
    • Peng, S.G.1
  • 8
    • 0041022466 scopus 로고    scopus 로고
    • Finding adapted solutions of forward-backward stochastic differential equations - Method of continuation
    • Yong J. Finding adapted solutions of forward-backward stochastic differential equations - Method of continuation. Probab. Theory Related Fields. 107:1997;537-572.
    • (1997) Probab. Theory Related Fields , vol.107 , pp. 537-572
    • Yong, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.