Pure and Applied Mathematics Quarterly

Volume 3 (2007)

Number 2

A Variational Formula for Stochastic Controls and Some Applications

Pages: 539 – 567

DOI: https://dx.doi.org/10.4310/PAMQ.2007.v3.n2.a7

Authors

Libin Mou

Jiongmin Yong

Full Text (PDF format)

Published 1 January 2007