Singular control of stochastic Volterra integral equations (Q2157866)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular control of stochastic Volterra integral equations |
scientific article |
Statements
Singular control of stochastic Volterra integral equations (English)
0 references
22 July 2022
0 references
stochastic maximum principle
0 references
stochastic Volterra integral equation
0 references
singular control
0 references
backward stochastic Volterra integral equation
0 references
Hida-Malliavin calculus
0 references
0 references
