Stochastic optimal control and BSDEs with logarithmic growth

Khaled Bahlali 1 Brahim El Asri
1 IMATH - Institut de Mathématiques de Toulon - EA 2134
Abstract : no abstract
Document type :
Journal articles
Complete list of metadatas
https://hal-univ-tln.archives-ouvertes.fr/hal-01293277
Contributor : Cécile Ferran <>
Submitted on : Thursday, March 24, 2016 - 2:41:17 PM
Last modification on : Tuesday, June 19, 2018 - 3:50:01 PM

Identifiers

  • HAL Id : hal-01293277, version 1

Collections

UNIV-TLN | IMATH | INSMI

Citation

Khaled Bahlali, Brahim El Asri. Stochastic optimal control and BSDEs with logarithmic growth. Bulletin des Sciences Mathématiques, Elsevier, 2012, 136 (6), pp.617--637. ⟨hal-01293277⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

119

Contact

support.ccsd.cnrs.fr
hal.support@ccsd.cnrs.fr
Logo CCSD