oksendal.sulem.ea:16:stochastic¶
BibTeX Entry:
@incollection{oksendal.sulem.ea:16:stochastic,
author = {{\O}ksendal, Bernt and Sulem, Agn\`es and Zhang, Tusheng},
booktitle = {The fascination of probability, statistics and their applications},
mrclass = {60H10 (49K45 49L25 91G10 93E20)},
mrnumber = {3495696},
mrreviewer = {Alexandre Popier},
pages = {435--446},
publisher = {Springer, Cham},
title = {A stochastic {HJB} equation for optimal control of forward-backwards {SDE}s},
year = {2016}
}