Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:13, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal variational principle for backward stochastic control systems associated with Lévy processes |
scientific article |
Statements
Optimal variational principle for backward stochastic control systems associated with Lévy processes (English)
0 references
31 May 2012
0 references
stochastic control
0 references
stochastic maximum principle
0 references
Lévy processes
0 references
Teugel's martingales
0 references
backward stochastic differential equations
0 references