Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for problems with delay with dependence on the past through general measures |
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Stochastic maximum principle for problems with delay with dependence on the past through general measures (English)
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24 January 2022
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stochastic maximum principle
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delay
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anticipated backward stochastic differential equations
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