Malliavin calculus and optimal control of stochastic Volterra equations (Q262021)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus and optimal control of stochastic Volterra equations |
scientific article |
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Malliavin calculus and optimal control of stochastic Volterra equations (English)
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29 March 2016
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stochastic Volterra integral equations
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partial information
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Malliavin calculus
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stochastic optimal control
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maximum principle
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