Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control (Q5317090): Difference between revisions
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Latest revision as of 20:48, 5 March 2024
scientific article; zbMATH DE number 2205784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control |
scientific article; zbMATH DE number 2205784 |
Statements
Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control (English)
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15 September 2005
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sensitivity analysis
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parameterized control
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Malliavin calculus
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weak approximation
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