oksendal.sulem.ea:12:optimal¶
BibTeX Entry:
@incollection{oksendal.sulem.ea:12:optimal,
author = {{\O}ksendal, Bernt and Sulem, Agn\`es and Zhang, Tusheng},
booktitle = {Stochastic analysis and applications to finance},
doi = {10.1142/9789814383585\_0018},
mrclass = {49K45 (60G51 60H15 60H30 60J75)},
mrnumber = {2986854},
mrreviewer = {David T. B. Kelly},
pages = {355--383},
publisher = {World Sci. Publ., Hackensack, NJ},
series = {Interdiscip. Math. Sci.},
title = {Optimal partial information control of {SPDE}s with delay and time-advanced backward {SPDE}s},
url = {https://doi.org/10.1142/9789814383585\_0018},
volume = {13},
year = {2012}
}