A stochastic minimum principle
Elliott, Robert J.
Bull. Amer. Math. Soc., Tome 82 (1976) no. 3, p. 944-946 / Harvested from Project Euclid
Publié le : 1976-11-15
Classification:  93E20,  60H10
@article{1183538362,
     author = {Elliott, Robert J.},
     title = {A stochastic minimum principle},
     journal = {Bull. Amer. Math. Soc.},
     volume = {82},
     number = {3},
     year = {1976},
     pages = { 944-946},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1183538362}
}
Elliott, Robert J. A stochastic minimum principle. Bull. Amer. Math. Soc., Tome 82 (1976) no. 3, pp.  944-946. http://gdmltest.u-ga.fr/item/1183538362/