A Hida–Malliavin white noise calculus approach to optimal control (Q4554053): Difference between revisions

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-Bernt Øksendal
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+White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
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+Malliavin calculus and optimal control of stochastic Volterra equations
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+Optimal control of forward-backward stochastic Volterra equations
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+Q4840791
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+Applied stochastic control of jump diffusions
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+Risk minimization in financial markets modeled by Itô-Lévy processes
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+A General Stochastic Maximum Principle for Optimal Control Problems
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