Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation
Year: 1989
Type: book-chapter
Source: Lecture notes in mathematics
DOI: 10.1007/bfb0083943
Author: P. L. Lions
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W2233427088