A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE (Q2863001): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1301.4370 / rank | |||
Normal rank | |||
Revision as of 10:14, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE |
scientific article |
Statements
A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE (English)
0 references
20 November 2013
0 references
BSDE
0 references
forward-backward SDE
0 references
quadratic growth
0 references
comparison
0 references
positivity
0 references
stochastic calculus of variations
0 references
Malliavin calculus
0 references
Feynman-Kac formula
0 references
