Linear Stochastic Differential Equations Driven by Gauss-Volterra Processes and Related Linear-Quadratic Control Problems.

Autor: Duncan, T. E.1,2 (AUTHOR) duncan@ku.edu, Maslowski, B.1,2 (AUTHOR), Pasik-Duncan, B.1,2 (AUTHOR)
Zdroj: Applied Mathematics & Optimization. Oct2019, Vol. 80 Issue 2, p369-389. 21p.
Databáze: Academic Search Ultimate
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