Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320)
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scientific article; zbMATH DE number 5899520
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| English | Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities |
scientific article; zbMATH DE number 5899520 |
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Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (English)
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25 May 2011
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reaction-diffusion
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Itō-Poisson process
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stochastic differential utility
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stochastic maximum principle
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forward-backward stochastic differential equation
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0.7434623837471008
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0.742659866809845
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0.7361241579055786
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0.7361241579055786
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