A stochastic maximum principle for backward control systems with random default time (Q5022829): Difference between revisions

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Latest revision as of 19:20, 27 July 2024

scientific article; zbMATH DE number 7460027
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English
A stochastic maximum principle for backward control systems with random default time
scientific article; zbMATH DE number 7460027

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    A stochastic maximum principle for backward control systems with random default time (English)
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    19 January 2022
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    stochastic maximum principle
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    backward control systems
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    random default time
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    backward stochastic differential equations
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