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題名 | Semilinear Parabolic Equations Driven by Cylindrical Stable Processes and Its Optimality Applications=柱型穩定過程所導出之半線性拋物線方程式及其最佳化應用 |
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作者 | 蘇國樑; | 書刊名 | 商學學報 |
卷期 | 21 2013.07[民102.07] |
頁次 | 頁125-154 |
分類號 | 319.9 |
關鍵詞 | 拋物線方程式; 隨機最佳化控制; 柱型α-穩定過程; Hamilton-Jacobi-Bellman方程式; Parabolic equation; Stochastic optimal control; Cylindrical α-stable process; Hamilton-Jacobi-Bellman equation; |
語文 | 英文(English) |