The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Barles, R. Buckdahn and E.Pardoux (1997). BSDEs and integral-partial differential equations, Stochastics 60, 57-83, Math. Review 98d:60110
  2. V.E.Benes (1970). Existence of optimal strategies based on specific information for a class of stochastic decision problems, SIAM JCO 8, 179-188, Math. Review 41 #9630
  3. C.Dellacherie (1972). CapacitÈs et Processus Stochastiques, Springer Verlag , Math. Review 56 #6810
  4. C.Dellacherie and P.A.Meyer (1980). ProbabilitÈs et Potentiel, Hermann (Paris) Math. Review 82b:60001
  5. N.El-Karoui (1979). Les aspects probabilistes du contrÙle stochastique, Ecole d'ÈtÈ de Saint-Flour, Lecture Notes in Mathematics 876, 73-238, Math. Review 83c:93062
  6. N.El-Karoui, C.Kapoudjian, E.Pardoux, S.Peng and M.C.Quenez (1997). Reflected solutions of backward SDE's and related obstacle problems for PDE's, Ann. Prob. 25 (2), 702-737, Math. Review 98k:60096
  7. S.HamadËne and J.P.Lepeltier (2000). Reflected Backward SDE's and Mixed Game Problems, Stoch. Proc. and their Appli. 85, 177-188, Math. Review 2001g:91025
  8. N. Ikeda and S. Watanabe (1981). Stochastic Differential Equations and Diffusion Processes, North Holland/Kodansha, Math. Review 90m:60069
  9. J.P. Lepeltier and B.Marchal (1977). Existence de politique optimale dans le contrÙle intÈgro-diffÈrentiel, Annales de l'I.H.P. XIII (1), 45-97, Math. Review 56 #6894
  10. Y. Ouknine (1997). Multivalued backward stochastic differential Equations, Preprint, UniversitÈ de Marrakech. MR number not available
  11. E.Pardoux, S.Peng (1990). Adapted Solutions of Backward Stochastic Differential Equations, Systems and Control Letters 14, 55-61, Math. Review 91e:60171
  12. R. Situ (1997). On solution of backward stochastic differential equations with jump and applications, Stoch. Proc. and their Appli. 66, 209-236. Math. Review 98j:60085
  13. S. Tang and X. Li (1994). Necessary condition for optimal control of stochastic systems with random jumps, SIAM JCO 32, 1447-1475, Math. Review 95j:49030
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.