Stochastic Maximum Principle for Subdiffusions and Its Applications (Q6202388): Difference between revisions

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scientific article; zbMATH DE number 7824417
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Stochastic Maximum Principle for Subdiffusions and Its Applications
scientific article; zbMATH DE number 7824417

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    Stochastic Maximum Principle for Subdiffusions and Its Applications (English)
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    26 March 2024
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    subdiffusion
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    stochastic maximum principle
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    BSDE driven by subdiffusion
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    martingale representation theorem of subdiffusion
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