Existence and uniqueness of a class of special multi-dimensional BSRDEs driven by Lévy processes (Q3132517)
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scientific article; zbMATH DE number 6831919
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| English | Existence and uniqueness of a class of special multi-dimensional BSRDEs driven by Lévy processes |
scientific article; zbMATH DE number 6831919 |
Statements
29 January 2018
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backward stochastic Riccati differential equation
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finite horizon
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Lévy processes
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stochastic linear-quadratic optimal control
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0.8829629421234131
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0.85361647605896
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0.8525004982948303
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0.8496485352516174
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