Stochastic control for diffusions with self-exciting jumps: an overview (Q7027596)
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scientific article; zbMATH DE number 7984312
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| English | Stochastic control for diffusions with self-exciting jumps: an overview |
scientific article; zbMATH DE number 7984312 |
Statements
Stochastic control for diffusions with self-exciting jumps: an overview (English)
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14 February 2025
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stochastic control theory
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diffusions with self-exciting jumps
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Hamilton-Jacobi-Bellman (HJB) equation
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