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Results:
1-6
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Results: 6
Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions
Authors:
Peng, SG
Citation:
Sg. Peng, Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions, STOCH PR AP, 88(2), 2000, pp. 259-290
Infinite horizon forward-backward stochastic differential equations
Authors:
Peng, SG Shi, YF
Citation:
Sg. Peng et Yf. Shi, Infinite horizon forward-backward stochastic differential equations, STOCH PR AP, 85(1), 2000, pp. 75-92
Fully coupled forward-backward stochastic differential equations and applications to optimal control
Authors:
Peng, SG Wu, Z
Citation:
Sg. Peng et Z. Wu, Fully coupled forward-backward stochastic differential equations and applications to optimal control, SIAM J CON, 37(3), 1999, pp. 825-843
Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
Authors:
Peng, SG
Citation:
Sg. Peng, Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type, PROB TH REL, 113(4), 1999, pp. 473-499
Infinite horizon boundary value problems and applications
Authors:
Peng, SG Shi, YF
Citation:
Sg. Peng et Yf. Shi, Infinite horizon boundary value problems and applications, J DIFF EQUA, 155(2), 1999, pp. 405-422
Duplicating and pricing contingent claims with constrained portfolios
Authors:
Peng, SG Yang, F
Citation:
Sg. Peng et F. Yang, Duplicating and pricing contingent claims with constrained portfolios, PROG NAT SC, 8(6), 1998, pp. 650-659
Risultati:
1-6
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