Semimartingale backward equations with convex generator (Q2904080)
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scientific article; zbMATH DE number 6063304
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| English | Semimartingale backward equations with convex generator |
scientific article; zbMATH DE number 6063304 |
Statements
5 August 2012
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backward equation
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semimartingale
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optimization problem
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0.88893324
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0.8870176
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0.8867901
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0.88678503
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0.8865159
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Semimartingale backward equations with convex generator (English)
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