Authors: HU Y PENG SG

Citation: Y. Hu et Sg. Peng, A STABILITY THEOREM OF BACKWARD STOCHASTIC DIFFERENTIAL-EQUATIONS ANDITS APPLICATION, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 324(9), 1997, pp. 1059-1064

Authors: PARDOUX E PENG SG

Citation: E. Pardoux et Sg. Peng, BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL-EQUATIONS AND SYSTEMS OF QUASI-LINEAR SPDES, Probability theory and related fields, 98(2), 1994, pp. 209-227

Authors: CHEN SP LI XJ PENG SG YONG JM

Citation: Sp. Chen et al., A LINEAR-QUADRATIC OPTIMAL-CONTROL PROBLEM WITH DISTURBANCES - AN ALGEBRAIC RICCATI EQUATION AND DIFFERENTIAL-GAMES APPROACH, Applied mathematics & optimization, 30(3), 1994, pp. 267-305