PENG S G. A general stochastic maximum principle for optimal control problems[J]. Contort Optim, 1990, 28(4): 966.
[2]
张艳,秦明达.倒向随机微分方程的随机稳定性[J].北京科技大学学报,1998,20(4):390-393. ZHANG Yan, QING Ming-da. Stochastic stability of backward stochastic differential equation of Ito type[J]. Journal of University of Science and Technology Beijing, 1998, 20(4): 390-393. (in Chinese)
[3]
张艳,秦明达.Ito型倒向随机微分方程解的存在惟一性[J].北京建筑工程学院学报,1998,14(3):14-20.ZHANG Yan, QING Ming-da. Existentness and uniqueness of the solution of backward stochastic differential equation of Ito type[J]. Journal of Beijing Institute of Civil Engineering and Architecture, 1998, 14(3): 14-20. (in Chinese)
[4]
胡宣达.随机微分方程稳定性理论[M].南京:南京大学出版社,1990.HU Xuan-da. Theorem of Stability About Stochastic Differential Equation[M]. Nanjing: Nanjing University Publishing Company, 1990. (in Chinese)