Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970)
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scientific article; zbMATH DE number 6618841
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| English | Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control |
scientific article; zbMATH DE number 6618841 |
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Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (English)
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23 August 2016
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backward stochastic differential equations
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marked point processes
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stochastic optimal control
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0.9736874
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0.93359685
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0.92130995
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0.9097762
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0.90771294
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0.9048562
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0.9030911
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0.8976407
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