Stochastic control of geometric processes (Q3026893)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic control of geometric processes
scientific article

    Statements

    Stochastic control of geometric processes (English)
    0 references
    1987
    0 references
    portfolio optimization
    0 references
    growth modules
    0 references
    logarithmic criterion
    0 references
    Doléans- Dade's formula
    0 references
    Ito differential equation
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references