Contrôle stochastique avec informations partielles et applications à la Finance (Q4260062): Difference between revisions
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Latest revision as of 10:45, 30 July 2024
scientific article; zbMATH DE number 1332797
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contrôle stochastique avec informations partielles et applications à la Finance |
scientific article; zbMATH DE number 1332797 |
Statements
Contrôle stochastique avec informations partielles et applications à la Finance (English)
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7 June 2000
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infinite-dimensional Hamilton-Jacobi equation
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stochastic control problems
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partial observations
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financial mathematics
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pricing and hedging of European options
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controlled Zakai's equations
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viscosity solutions in infinite dimensions
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