Biirdeinyi A. G.
Optimal control over evolution stochastic systems and its application to stochastic models of financial mathematics
Ukr. Mat. Zh. - 1998. - 50, № 5. - pp. 687–698
We consider problems of optimal stabilization of controlled evolution stochastic systems in semi-Markov media and their application to financial stochastic models.
Ukr. Mat. Zh. - 1996. - 48, № 10. - pp. 1386-1401
We study the problem of stability of semi-Markov evolution systems and its application in financial mathematics.