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Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs

Release time:2023-09-03
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DOI number:
10.1214/20-ECP310
Funded by:
国家自然科学基金项目
First Author:
Xiao, Lishun
Co-author:
范胜君,田德建
Indexed by:
Journal paper
Document Code:
5b5bb29475bf50350175c1b15ea40c97
Volume:
卷: 25
ISSN No.:
1083-589X
Translation or Not:
no
Date of Publication:
2020-01-01