The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+K45
@@ Property / Mathematics Subject Classification ID: 49K45 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 34F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
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@@ Property / zbMATH DE Number @@
+6244962
@@ Property / zbMATH DE Number: 6244962 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean-field model
@@ Property / zbMATH Keywords: mean-field model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic maximum principle
@@ Property / zbMATH Keywords: stochastic maximum principle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+jump-diffusion
@@ Property / zbMATH Keywords: jump-diffusion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+backward stochastic differential equation
@@ Property / zbMATH Keywords: backward stochastic differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean-variance portfolio selection
@@ Property / zbMATH Keywords: mean-variance portfolio selection / rank @@
+Normal rank

The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462): Difference between revisions

Revision as of 15:27, 29 June 2023

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