A Note on Comonotonicity and Positivity of the Control Components of Decoupled Quadratic Fbsde

AuthID
P-006-670
2
Author(s)
Tipo de Documento
Article
Year published
2013
Publicado
in STOCHASTICS AND DYNAMICS, ISSN: 0219-4937
Volume: 13, Número: 4, Páginas: 1350005 (11)
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-84885693427
Wos: WOS:000325407900005
Source Identifiers
ISSN: 0219-4937
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