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Representation of the penalty term of dynamic concave utilities., , и . Finance and Stochastics, 14 (3): 449-472 (2010)Maximum principle for optimal control of stochastic system of functional type, и . Stochastic Analysis and Applications, 14 (3): 283--301 (1996)Open Problems on Backward Stochastic Differential Equations.. Control of Distributed Parameter and Stochastic Systems, том 141 из IFIP Conference Proceedings, стр. 265-274. Kluwer, (1998)Adapted solution of a backward semilinear stochastic evolution equation, и . Stochastic Analysis and Applications, 9 (4): 445--459 (1991)Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. Stochastic Processes and their Applications, 88 (2): 259--290 (августа 2000)Infinite horizon forward-backward stochastic differential equations, и . Stochastic Processes and their Applications, 85 (1): 75--92 (01.01.2000)Law of Large Numbers and Central Limit Theorem under Nonlinear Expectations. (февраля 2007)Backward Stochastic Differential Equations and Related Control Problems.. Encyclopedia of Systems and Control, Springer, (2015)Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations, и . Stochastic Processes and their Applications, 116 (3): 370--380 (марта 2006)Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems., и . Autom., 38 (8): 1417-1423 (2002)