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Strong laws for a class of path-dependent stochastic processes with applications

  • Section II Stochastic Extremal Problems
  • Conference paper
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Stochastic Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 81))

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References

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Vadim I. Arkin A. Shiraev R. Wets

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© 1986 International Institute for Applied Systems Analysis

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Brian Arthur, W., Ermoliev, Y.M., Kaniovski, Y.M. (1986). Strong laws for a class of path-dependent stochastic processes with applications. In: Arkin, V.I., Shiraev, A., Wets, R. (eds) Stochastic Optimization. Lecture Notes in Control and Information Sciences, vol 81. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007105

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  • DOI: https://doi.org/10.1007/BFb0007105

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16659-7

  • Online ISBN: 978-3-540-39841-7

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