Weak solution for a class of fully nonlinear stochastic Hamilton–Jacobi–Bellman equations
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2017
ISSN: 0304-4149
DOI: 10.1016/j.spa.2016.09.010