On stochastic control for time changed Lévy dynamics (Q2089015)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On stochastic control for time changed Lévy dynamics |
scientific article; zbMATH DE number 7597014
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On stochastic control for time changed Lévy dynamics |
scientific article; zbMATH DE number 7597014 |
Statements
On stochastic control for time changed Lévy dynamics (English)
0 references
6 October 2022
0 references
time change
0 references
Volterra equations
0 references
stochastic backward differential equations
0 references
forward-backward systems
0 references
optimal control
0 references
partial information
0 references
maximum principle
0 references
stochastic derivative
0 references
0 references
0 references
0 references
0.9503325
0 references
0.9049255
0 references
0.9000624
0 references
0.89807856
0 references
0.8976424
0 references
0.8976391
0 references
0.89614594
0 references
0.8948357
0 references
0.8945466
0 references
