A mean-field stochastic maximum principle via Malliavin calculus (Q3145081)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-field stochastic maximum principle via Malliavin calculus |
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A mean-field stochastic maximum principle via Malliavin calculus (English)
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13 December 2012
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Malliavin calculus
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maximum principle
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stochastic control
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mean-field type
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jump diffusion
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partial information
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