Finite Difference Approximations for Stochastic Control Systems with Delay
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Publication:3506296
DOI10.1080/07362990802006980zbMath1147.93027OpenAlexW2142702534MaRDI QIDQ3506296
Moustapha Pemy, Mou-Hsiung Chang, Tao Pang
Publication date: 12 June 2008
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990802006980
stochastic controlfinite difference approximationviscosity solutionsstochastic functional differential equations
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