A Donsker delta functional approach to optimal insider control and applications to finance (Q746170)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Donsker delta functional approach to optimal insider control and applications to finance |
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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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