A mean-field stochastic maximum principle via Malliavin calculus (Q3145081): Difference between revisions

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Latest revision as of 23:26, 5 July 2024

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A mean-field stochastic maximum principle via Malliavin calculus
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    A mean-field stochastic maximum principle via Malliavin calculus (English)
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    13 December 2012
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    Malliavin calculus
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    maximum principle
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    stochastic control
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    mean-field type
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    jump diffusion
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    partial information
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