Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814): Difference between revisions

@@ Property / author @@
-K. R. Dahl
@@ Property / author: K. R. Dahl / rank @@
-Normal rank
@@ Property / author @@
-Elin Engen Røse
@@ Property / author: Elin Engen Røse / rank @@
-Normal rank
@@ Property / author @@
+K. R. Dahl
@@ Property / author: K. R. Dahl / rank @@
+Normal rank
@@ Property / author @@
+Elin Engen Røse
@@ Property / author: Elin Engen Røse / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J75
@@ Property / Mathematics Subject Classification ID: 60J75 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H07
@@ Property / Mathematics Subject Classification ID: 60H07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K50
@@ Property / Mathematics Subject Classification ID: 34K50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K45
@@ Property / Mathematics Subject Classification ID: 49K45 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6582716
@@ Property / zbMATH DE Number: 6582716 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic control
@@ Property / zbMATH Keywords: stochastic control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+noisy memory
@@ Property / zbMATH Keywords: noisy memory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+maximum principle
@@ Property / zbMATH Keywords: maximum principle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Malliavin derivative
@@ Property / zbMATH Keywords: Malliavin derivative / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2962948879
@@ Property / OpenAlex ID: W2962948879 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4034
@@ Property / arXiv ID: 1403.4034 / rank @@
+Normal rank
@@ Property / cites work @@
+White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
+Normal rank
@@ Property / cites work @@
+Malliavin calculus and optimal control of stochastic Volterra equations
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q5700325
@@ Property / cites work: Q5700325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3707054
@@ Property / cites work: Q3707054 / rank @@
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Risk minimization in financial markets modeled by Itô-Lévy processes
+Normal rank
@@ Property / cites work @@
+Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Malliavin Calculus with Applications to Stochastic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+The stochastic Fubini theorem revisited
@@ Property / cites work: The stochastic Fubini theorem revisited / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:285814