Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5899520
@@ Property / zbMATH DE Number: 5899520 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+reaction-diffusion
@@ Property / zbMATH Keywords: reaction-diffusion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Itō-Poisson process
@@ Property / zbMATH Keywords: Itō-Poisson process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential utility
@@ Property / zbMATH Keywords: stochastic differential utility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic maximum principle
@@ Property / zbMATH Keywords: stochastic maximum principle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forward-backward stochastic differential equation
+Normal rank

Revision as of 09:35, 1 July 2023