Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (Q5711149): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2139986529 / rank | |||
Normal rank |
Revision as of 03:46, 20 March 2024
scientific article; zbMATH DE number 2237340
Language | Label | Description | Also known as |
---|---|---|---|
English | Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields |
scientific article; zbMATH DE number 2237340 |
Statements
Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (English)
0 references
9 December 2005
0 references
Lévy process
0 references