Characterization of stochastic equilibrium controls by the Malliavin calculus (Q5065038): Difference between revisions
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Latest revision as of 09:43, 30 July 2024
scientific article; zbMATH DE number 7492879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of stochastic equilibrium controls by the Malliavin calculus |
scientific article; zbMATH DE number 7492879 |
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Characterization of stochastic equilibrium controls by the Malliavin calculus (English)
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18 March 2022
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stochastic maximum principle
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spike perturbation
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backward stochastic differential equation
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Malliavin calculus
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