1.文章名:A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
作者:Shige Peng
Stochastics An International Journal of Probability and Stochastic Processes, Volume
38,
Issue
2 February 1992 , pages 119 - 134
URL:
http://www.informaworld.com/smpp/content~db=all~content=a776559067~frm=titlelink
2.
Adapted solution of a backward semilinear stochastic evolution equation
Authors: Ying Hu
ab;Shige Peng
c
Stochastic Analysis and Applications, Volume
9, Issue
4 1991 , pages 445 - 459
URL :
http://www.informaworld.com/smpp/content~db=all~content=a776432204~frm=titlelink?words=shige,peng
3.
Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
s. peng
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports, 1744-2516, Volume 37, Issue 1, 1991, Pages 61 – 74
http://www.informaworld.com/smpp/content~content=a776555462&db=all
谢谢!