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Boualem Djehiche
Information about the author Boualem Djehiche will soon be added to the site.
Found
3 papers
in total
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A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
2010
We study relaxed stochastic control problems where the state equation is a one...
A threshold limit theorem for the stochastic logistic epidemic
1998
The time until extinction for the closed SIS stochastic logistic epidemic model is...
Limit theorems for the total size of a spatial epidemic
1997
We study the long-term behaviour of a sequence of multitype general stochastic...
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