Maximum principles for backward doubly stochastic systems with jumps and applications (Q5017817): Difference between revisions
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Latest revision as of 01:00, 20 March 2024
scientific article; zbMATH DE number 7449136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principles for backward doubly stochastic systems with jumps and applications |
scientific article; zbMATH DE number 7449136 |
Statements
Maximum principles for backward doubly stochastic systems with jumps and applications (English)
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17 December 2021
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maximum principle
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optimal control
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backward Itô's integral
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linear quadratic problem
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Poisson process
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