Small time path behavior of double stochastic integrals and applications to stochastic control

Patrick Cheridito, H. Mete Soner, Nizar Touzi

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Fingerprint

Dive into the research topics of 'Small time path behavior of double stochastic integrals and applications to stochastic control'. Together they form a unique fingerprint.

Mathematics

Business & Economics