A matrix representation of fields and filtrations and its application to stochastic control problems (Q4354093)
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scientific article; zbMATH DE number 1060114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A matrix representation of fields and filtrations and its application to stochastic control problems |
scientific article; zbMATH DE number 1060114 |
Statements
A matrix representation of fields and filtrations and its application to stochastic control problems (English)
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31 March 1998
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stochastic processes
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stochastic fields
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filtration
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stopping problem
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