A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE

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Publication:2863001

DOI10.1142/S0219493713500056zbMath1279.60084arXiv1301.4370OpenAlexW2135431233MaRDI QIDQ2863001

Gonçalo dos Reis, Ricardo José Nunes dos Reis

Publication date: 20 November 2013

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.4370




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