Filippov approach in stochastic maximum principle without differentiability assumptions.
Hafayed, Mokhtar
Electronic Journal of Differential Equations (EJDE) [electronic only], Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
EUDML-ID : urn:eudml:doc:225411 
@article{05767751,
     title = {Filippov approach in stochastic maximum principle without differentiability assumptions.},
     journal = {Electronic Journal of Differential Equations (EJDE) [electronic only]},
     volume = {2010},
     year = {2010},
     zbl = {1203.60070},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05767751}
}

Hafayed, Mokhtar. Filippov approach in stochastic maximum principle without differentiability assumptions.. Electronic Journal of Differential Equations (EJDE) [electronic only], Tome 2010 (2010) . http://gdmltest.u-ga.fr/item/05767751/