Publication:4675735

zbMath1098.91059MaRDI QIDQ4675735

Zhen Wu, Jing-Tao Shi

Publication date: 6 May 2005

zbMATH Keywords

stochastic differential equation; HJB equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

91B42: Consumer behavior, demand theory