On stochastic control for time changed Lévy dynamics (Q2089015): Difference between revisions

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Property / DOI: 10.1007/s40324-022-00301-5 / rank
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Latest revision as of 00:38, 17 December 2024

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On stochastic control for time changed Lévy dynamics
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    On stochastic control for time changed Lévy dynamics (English)
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    6 October 2022
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    time change
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    Volterra equations
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    stochastic backward differential equations
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    forward-backward systems
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    optimal control
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    partial information
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    maximum principle
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    stochastic derivative
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