A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+J55
@@ Property / Mathematics Subject Classification ID: 49J55 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K58
@@ Property / Mathematics Subject Classification ID: 35K58 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6374269
@@ Property / zbMATH DE Number: 6374269 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal stochastic control
@@ Property / zbMATH Keywords: optimal stochastic control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+smooth solutions
@@ Property / zbMATH Keywords: smooth solutions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semilinear parabolic equations
@@ Property / zbMATH Keywords: semilinear parabolic equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatilities
@@ Property / zbMATH Keywords: stochastic volatilities / rank @@
+Normal rank

Revision as of 17:44, 30 June 2023