A Donsker delta functional approach to optimal insider control and applications to finance (Q746170)
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scientific article
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| English | A Donsker delta functional approach to optimal insider control and applications to finance |
scientific article |
Statements
A Donsker delta functional approach to optimal insider control and applications to finance (English)
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16 October 2015
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optimal insider control
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maximum principle
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Hida-Malliavin calculus
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white noise
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Donsker delta functional
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anticipative stochastic calculus
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backward stochastic differential equations
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0.8494439125061035
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0.8383247256278992
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0.8370579481124878
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0.8279143571853638
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0.8198904395103455
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