Stochastic Maximum Principle for Subdiffusions and Its Applications (Q6202388)
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scientific article; zbMATH DE number 7824417
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Maximum Principle for Subdiffusions and Its Applications |
scientific article; zbMATH DE number 7824417 |
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Stochastic Maximum Principle for Subdiffusions and Its Applications (English)
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26 March 2024
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subdiffusion
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stochastic maximum principle
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BSDE driven by subdiffusion
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martingale representation theorem of subdiffusion
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