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Citation: Nagai, Hideo et Peng, Shige, Risk-Sinsitive Dynamic Portfolio Optimization with Partial Information on Infinite Time Horizon, Annals of applied probability , 12(1), 2002, pp. 173-195

Authors: Buckdahn, Rainer Li, Juan Peng, Shige Rainer, Catherine

Citation: Buckdahn, Rainer et al., Mean-field stochastic differential equations and associated PDEs, Annals of probability (Online) , 45(2), 2017, pp. 824-878

Authors: Buckdahn, Rainer Li, Juan Peng, Shige Rainer, Catherine

Citation: Buckdahn, Rainer et al., Mean-field stochastic differential equations and associated PDEs, Annals of probability , 45(2), 2017, pp. 824-878