Stochastic Maximum Principle for Subdiffusions and Its Applications (Q6202388)
From MaRDI portal
scientific article; zbMATH DE number 7824417
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Maximum Principle for Subdiffusions and Its Applications |
scientific article; zbMATH DE number 7824417 |
Statements
Stochastic Maximum Principle for Subdiffusions and Its Applications (English)
0 references
26 March 2024
0 references
subdiffusion
0 references
stochastic maximum principle
0 references
BSDE driven by subdiffusion
0 references
martingale representation theorem of subdiffusion
0 references
