Q2825125 (Q2825125): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
(3 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Qi-kang Ran / rank | |||
Property / author | |||
Property / author: Qi-kang Ran / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 08:40, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article |
Statements
6 October 2016
0 references
forward-backward doubly stochastic differential equation
0 references
stochastic control problem
0 references
variational inequality
0 references
maximum principle
0 references
Itô formula
0 references