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Results: 2
Dual formulation of second order target problems
Authors:
Soner, H. Mete Touzi, Nizar Zhang, Jianfeng
Citation:
Soner, H. Mete et al., Dual formulation of second order target problems, Annals of applied probability , 23(1), 2013, pp. 308-347
Small time path behavior of double stochastic integrals and applications to stochastic control
Authors:
Patrick, Cheridito, Soner, H. Mete Touzi, Nizar
Citation:
Patrick, Cheridito, et al., Small time path behavior of double stochastic integrals and applications to stochastic control, Annals of applied probability , 15(4), 2005, pp. 2472-2495
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