Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913): Difference between revisions
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Revision as of 01:31, 20 March 2024
scientific article; zbMATH DE number 6288403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps |
scientific article; zbMATH DE number 6288403 |
Statements
Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (English)
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25 April 2014
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stochastic partial differential equation
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optimal control
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maximum principle
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Malliavin calculus
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partial information
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