A Note on Comonotonicity and Positivity of the Control Components of Decoupled Quadratic Fbsde

AuthID
P-006-670
2
Author(s)
Document Type
Article
Year published
2013
Published
in STOCHASTICS AND DYNAMICS, ISSN: 0219-4937
Volume: 13, Issue: 4, Pages: 1350005 (11)
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Publication Identifiers
Scopus: 2-s2.0-84885693427
Wos: WOS:000325407900005
Source Identifiers
ISSN: 0219-4937
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