On some recent aspects of stochastic control and their applications

Probability Surveys

Volumn 2, Issue 1, 2005, Pages 506-549

  Pham, Huyén ^a  

^a CNRS   (France)

Author keywords

Backward stochastic differential equations; Controlled diffusions; Dynamic programming; Finance; Maximum principle; Viscosity solutions

Indexed keywords

EID: 33845734948     PISSN: None     EISSN: 15495787     Source Type: Journal    
DOI: 10.1214/154957805100000195     Document Type: Article

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