On the Continuity of Stochastic Exit Time Control Problems-Reference-Cited by-同舟云学术

On the Continuity of Stochastic Exit Time Control Problems

Published:2010-12-27 Issue:1 Volume:29 Page:48-60
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Bayraktar Erhan,Song Qingshuo,Yang Jie

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/07362994.2011.532020

Reference13 articles.

1. The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems

2. On the Dirichlet problem for second-order elliptic integro-differential equations

3. Durrett , R.Probability. The Wadsworth & Brooks/Cole Statistics/Probability Series. Wadsworth & Brooks/Cole Advanced Books & Software, 3rd ed. Pacific Grove , CA . Theory and examples .

4. Elliptic Partial Differential Equations of Second Order

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