{"entities":{"Q4599839":{"pageid":6629422,"ns":120,"title":"Item:Q4599839","lastrevid":89875526,"modified":"2026-06-04T18:30:23Z","type":"item","id":"Q4599839","labels":{"en":{"language":"en","value":"A stochastic maximum principle for processes driven by \\(G\\)-Brownian motion and applications to finance"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6822272"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4599839$49B9E304-85AE-476B-B718-F0C09B6B351B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"018eff2fe97a421182ae94f121fd011a362f0143","datavalue":{"value":{"text":"A stochastic maximum principle for processes driven by <i>G</i>\u2010Brownian motion and applications to finance","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4599839$CFB1BF29-5E2C-4F81-BB22-736145F75ECE","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b0980160ba035da0048114d0bd09d2b0b04024d2","datavalue":{"value":"1386.49038","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4599839$17D5A188-7544-43BD-AE0E-E3BECE91E991","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"d2a6813406d573d9206b430b85a21c4926579f85","datavalue":{"value":{"entity-type":"item","numeric-id":282273,"id":"Q282273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4599839$AF125C4B-E9EA-4C71-BC1B-0AB4D5E7A432","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e9150d0dc23cb46c20982435fa6d3e099e469bfa","datavalue":{"value":{"entity-type":"item","numeric-id":282280,"id":"Q282280"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4599839$FADF414E-60F8-4E92-AC8F-E637DFAE5414","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"cd49f558638283762051da6ed3182cc9e7676829","datavalue":{"value":{"entity-type":"item","numeric-id":490303,"id":"Q490303"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4599839$3CC4300B-0404-4EA5-A0E9-A439AB145484","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f82a989f9b934880a816b11e6c0d5685fd52725f","datavalue":{"value":{"time":"+2018-01-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4599839$582730AD-79B9-4357-88B9-06115A993FAB","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"1a20b0b5e52b12ebe470abaf66ba5408a6790bfb","datavalue":{"value":"https://arxiv.org/abs/1402.6793","type":"string"},"datatype":"url"},"type":"statement","id":"Q4599839$379180D8-7C35-4646-B34C-EA6DBB5DEA45","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"95c277b2484228ce1e62d0f3eea88acfb0e95cd1","datavalue":{"value":"49K45","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4599839$A31751C1-312E-40D8-8A19-682D2184DDB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4599839$34B58107-1E34-480C-8893-1001262B5BD4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4599839$38CF1ACF-A15F-490A-B48E-80F3C3B581E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4599839$E92B7FFA-9B8E-4C68-BC93-71FF369ADA73","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b4efc2f44c49b4b74c1f01ce76897e82cb8bbdc1","datavalue":{"value":"6822272","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4599839$8D947933-75E8-43C1-B5B3-85A185223493","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5cfc62dc22d2e4d5b2d3b769ea76b536c3b7dc35","datavalue":{"value":"ambiguous volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q4599839$15216F04-EDF2-48EE-A4B5-AF5B37C26B9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c2534b03ee007f5c68597ad5aa4426b408835549","datavalue":{"value":"G-Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q4599839$87299099-F9BD-47AA-8141-41FCD8A1FBFE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"46aa554070a0f2a73479564569529abe1222e845","datavalue":{"value":"G-expectation","type":"string"},"datatype":"string"},"type":"statement","id":"Q4599839$726E4E0E-39D1-444A-B29F-D42311C0B545","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9a3e96c42926ee7e7c3988cae21d35d83013cf90","datavalue":{"value":"model uncertainty","type":"string"},"datatype":"string"},"type":"statement","id":"Q4599839$F8FC2225-4840-4996-955F-55B919A40FC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"53537d188906d4238cd9e32abc026d76de7d1131","datavalue":{"value":"stochastic maximum principle","type":"string"},"datatype":"string"},"type":"statement","id":"Q4599839$CE038679-49B2-4DAF-870D-D428FDB0D6AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6d35e880ae23fd41bbf85e0798dfd54bb17d4ffe","datavalue":{"value":"stochastic optimal control","type":"string"},"datatype":"string"},"type":"statement","id":"Q4599839$F444FF2F-B5E2-47C4-B681-F7FA691F649E","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4599839$6E8041E2-C240-4528-A2E3-9B58E920E556","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"30baf04143ebe233d5b204f1dae728c0e7efad05","datavalue":{"value":"W2964218050","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4599839$AA0AC324-B3F3-4730-99EB-8218C33ED9F1","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"ffd955f3239c7c5bb25ef3bf9eac7a0e683e1c86","datavalue":{"value":"10.1002/OCA.2299","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4599839$882DAFA5-1825-4871-A78B-3E50D011C274","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b1e837aa73e761e8390992d747975f8b081c50ab","datavalue":{"value":{"entity-type":"item","numeric-id":6565686,"id":"Q6565686"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4599839$3FEA2EB6-0836-4B44-A49D-29ABCE50CFF8","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"32b0c75de338743f31f6b89fdc3338fa387c59b9","datavalue":{"value":{"entity-type":"item","numeric-id":898994,"id":"Q898994"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"02675866abdfade528dcd4fe47976e7f8e65e455","datavalue":{"value":{"amount":"+0.8680080771446228","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4599839$47D0EEAB-D5AE-4B36-86A1-D95EA1F1CAB2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0eee8d9bbfef204d64738289a9e91945ca120fe9","datavalue":{"value":{"entity-type":"item","numeric-id":3385097,"id":"Q3385097"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c0b9b0d4efbb1a92f175bf7af1acb8a0d4f31d95","datavalue":{"value":{"amount":"+0.8634313941001892","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4599839$BF0B2F84-575E-49F5-9AF2-D02F05C5BE67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a14d19c9f25f97ec2e4270150e8d1f205feac10e","datavalue":{"value":{"entity-type":"item","numeric-id":2671497,"id":"Q2671497"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6105bf081b8bc24b11de3995e4f810b94ba497be","datavalue":{"value":{"amount":"+0.8527239561080933","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4599839$DC7BF9E3-A805-47D4-B0AA-8EEDDAF0F67B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"68ba5f140058ee7a4781df141ca539580d63d9d9","datavalue":{"value":{"entity-type":"item","numeric-id":2799360,"id":"Q2799360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"17f4d260eb39e485bab09644e8438ee24a7a933d","datavalue":{"value":{"amount":"+0.849208652973175","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4599839$E15BE821-1D37-4930-9145-965443138E76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1a6fb347c39c37cc7079957ae4ca72342a9e679f","datavalue":{"value":{"entity-type":"item","numeric-id":2015746,"id":"Q2015746"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8504444b1e88be20c6bc35b1203138570a43cfe0","datavalue":{"value":{"amount":"+0.8370878100395203","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4599839$AEAFA49E-0E26-4405-B06C-19735778B2C4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A stochastic maximum principle for processes driven by \\(G\\)-Brownian motion and applications to finance","badges":[]}}}}}