Work

Stochastic Differential Systems, Stochastic Control Theory and Applications

Year: 1988

Type: book

Source: The IMA volumes in mathematics and its applications

DOI: 10.1007/978-1-4613-8762-6

Authors: Fleming, Wendell, Lions, Pierre-Louis

Institutions: Brown University, Centre de Recherche en Mathématiques de la Décision, Université Paris Dauphine-PSL

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, University of Minnesota

OpenAlex ID: W629874965

FWCI: 15.25

Cites: 2

Cited by: 100

Related to: 10