Backward stochastic differential equations with constraints on the gains-process (Q1307453): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aop/1022855872 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1846487531 / rank | |||
Normal rank | |||
Revision as of 20:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with constraints on the gains-process |
scientific article |
Statements
Backward stochastic differential equations with constraints on the gains-process (English)
0 references
4 May 2000
0 references
backward stochastic differential equations
0 references
convex constraints
0 references
stochastic control
0 references
