Malliavin calculus and optimal control of stochastic Volterra equations (Q262021): Difference between revisions

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+Stochastic partial differential equations. A modeling, white noise functional approach
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+Optimal control with partial information for stochastic Volterra equations
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+Q4692887
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+A new method for optimal control of Volterra integral equations
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+Backward stochastic Volterra integral equations and some related problems
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+White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
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+Mean-field backward stochastic Volterra integral equations
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+Adapted solution of a backward stochastic nonlinear Volterra integral equation
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+Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives
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+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
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+MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
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+Stochastic calculus of variations for jump processes
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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@@ Property / cites work @@
+Malliavin Calculus with Applications to Stochastic Partial Differential Equations
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+Risk minimization in financial markets modeled by Itô-Lévy processes
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+.1007/S10957-015-0753-5
@@ Property / DOI: 10.1007/S10957-015-0753-5 / rank @@
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+Publication:262021