Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Backward SDE representation for stochastic control problems with nondominated controlled intensity |
scientific article |
Statements
Backward SDE representation for stochastic control problems with nondominated controlled intensity (English)
0 references
9 June 2016
0 references