Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (Q5711149): Difference between revisions
From MaRDI portal
Created a new Item |
Removed claims |
||
Property / author | |||
Property / author: Bernt Øksendal / rank | |||
Property / author | |||
Property / author: Q382306 / rank | |||
Property / author | |||
Property / author: Q185104 / rank | |||
Revision as of 19:04, 10 February 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