A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems
1986 ◽
Vol 23
(2)
◽
pp. 199-220
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2016 ◽
Vol 90
(5)
◽
pp. 1132-1154
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2015 ◽
Vol 53
(6)
◽
pp. 3673-3689
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2004 ◽
Vol 18
(21n22)
◽
pp. 1067-1085
◽
2003 ◽
Vol 42
(1)
◽
pp. 53-75
◽