Stochastic Maximum Principle for Subdiffusions and Its Applications (Q6202388): Difference between revisions

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Property / DOI: 10.1137/23m157168x / rank
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Property / OpenAlex ID: W4392812251 / rank
 
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Latest revision as of 20:25, 30 December 2024

scientific article; zbMATH DE number 7824417
Language Label Description Also known as
English
Stochastic Maximum Principle for Subdiffusions and Its Applications
scientific article; zbMATH DE number 7824417

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    Stochastic Maximum Principle for Subdiffusions and Its Applications (English)
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    26 March 2024
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    subdiffusion
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    stochastic maximum principle
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    BSDE driven by subdiffusion
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    martingale representation theorem of subdiffusion
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