검색결과 : 2건
No. | Article |
---|---|
1 |
SYSTEMS OF ERGODIC BSDEs ARISING IN REGIME SWITCHING FORWARD PERFORMANCE PROCESSES Hu Y, Liang GC, Tang SJ SIAM Journal on Control and Optimization, 58(4), 2503, 2020 |
2 |
PREDICTABLE FORWARD PERFORMANCE PROCESSES: THE BINOMIAL CASE Angoshtari B, Zariphopoulou T, Zhou XY SIAM Journal on Control and Optimization, 58(1), 327, 2020 |