𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Maximum Principle for Stochastic Differential Games with Partial Information

✍ Scribed by T. T. K. An; B. Øksendal


Publisher
Springer
Year
2008
Tongue
English
Weight
442 KB
Volume
139
Category
Article
ISSN
0022-3239

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


A Quasi Maximum Principle for Holomorphi
✍ Peter Ebenfelt; Harold S. Shapiro 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 478 KB

We present a quasi maximum principle stating roughly that holomorphic solutions of a given partial differential equation with constant coefficents in C n , achieve essentially their maximal growth on a certain algebraic hypersurface 1 related to the operator. We prove it in the case where P is homo