The second order minimum principle and adjoint process (Q4840912)
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scientific article; zbMATH DE number 781036
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| English | The second order minimum principle and adjoint process |
scientific article; zbMATH DE number 781036 |
Statements
The second order minimum principle and adjoint process (English)
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31 October 1995
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diffusion
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minimum principle
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stochastic flow
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adjoint process
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backward stochastic differential equations
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existence and uniqueness results
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Malliavin matrix
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0.8397902250289917
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0.8342658281326294
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0.8138518333435059
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0.807155430316925
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