Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881): Difference between revisions

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-.1007/s11424-010-7224-8
@@ Property / DOI: 10.1007/s11424-010-7224-8 / rank @@
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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Backward stochastic differential equations and applications to optimal control
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+Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
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@@ Property / DOI @@
+.1007/S11424-010-7224-8
@@ Property / DOI: 10.1007/S11424-010-7224-8 / rank @@
+Normal rank