A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems
- 31 December 1986
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 23 (2) , 199-220
- https://doi.org/10.1016/0304-4149(86)90036-0
Abstract
No abstract availableKeywords
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