A stability theorem for stochastic differential equations and application to stochastic control problems

1 October 1984

journal article
research article
Published by Taylor & Francis in Stochastics

Vol. 13 (4) , 257-279
https://doi.org/10.1080/17442508408833323

Abstract

For a sequence of stochastic differential equations of the the type: a stabilty theorem is presented under appropritate convergence mode of [d] and m application to stochastic control problems is also briefly discussed.

Keywords

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