Feynman–Kac representation for Hamilton–Jacobi–Bellman IPDE
نویسندگان
چکیده
منابع مشابه
Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2015
ISSN: 0091-1798
DOI: 10.1214/14-aop920