Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320): Difference between revisions
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Latest revision as of 20:51, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities |
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Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (English)
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25 May 2011
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reaction-diffusion
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Itō-Poisson process
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stochastic differential utility
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stochastic maximum principle
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forward-backward stochastic differential equation
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