Filippov approach in stochastic maximum principle without differentiability assumptions.

Hafayed, Mokhtar. "Filippov approach in stochastic maximum principle without differentiability assumptions.." Electronic Journal of Differential Equations (EJDE) [electronic only] 2010 (2010): Paper No. 97, 13 p., electronic only-Paper No. 97, 13 p., electronic only. <http://eudml.org/doc/225411>.

@article{Hafayed2010,
author = {Hafayed, Mokhtar},
journal = {Electronic Journal of Differential Equations (EJDE) [electronic only]},
keywords = {stochastic differential equation; generalized Filippov's solutions; optimal control; maximum principlel Ekeland's variational principle},
language = {eng},
pages = {Paper No. 97, 13 p., electronic only-Paper No. 97, 13 p., electronic only},
publisher = {Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton},
title = {Filippov approach in stochastic maximum principle without differentiability assumptions.},
url = {http://eudml.org/doc/225411},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Hafayed, Mokhtar
TI - Filippov approach in stochastic maximum principle without differentiability assumptions.
JO - Electronic Journal of Differential Equations (EJDE) [electronic only]
PY - 2010
PB - Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton
VL - 2010
SP - Paper No. 97, 13 p., electronic only
EP - Paper No. 97, 13 p., electronic only
LA - eng
KW - stochastic differential equation; generalized Filippov's solutions; optimal control; maximum principlel Ekeland's variational principle
UR - http://eudml.org/doc/225411
ER -