SDEs with no strong solution arising from a problem of stochastic control (Q6137387)
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scientific article; zbMATH DE number 7733585
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SDEs with no strong solution arising from a problem of stochastic control |
scientific article; zbMATH DE number 7733585 |
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SDEs with no strong solution arising from a problem of stochastic control (English)
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1 September 2023
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Brownian filtrations
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circular Brownian motion
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stochastic control
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stochastic differential equations
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