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"A Pseudo-Markov Property for Controlled Diffusion Processes."

Julien Claisse, Denis Talay, Xiaolu Tan (2016)

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DOI: 10.1137/151004252

access: closed

type: Journal Article

metadata version: 2020-07-09

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Julien Claisse, Denis Talay, Xiaolu Tan:
A Pseudo-Markov Property for Controlled Diffusion Processes. SIAM J. Control. Optim. 54(2): 1017-1029 (2016)

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