Singular control of stochastic Volterra integral equations
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Publication:2157866
DOI10.1007/s10473-022-0311-9OpenAlexW4224286127MaRDI QIDQ2157866
Samia Yakhlef, Saloua Labed, Nacira Agram, Bernt Øksendal
Publication date: 22 July 2022
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.08338
stochastic maximum principlesingular controlstochastic Volterra integral equationHida-Malliavin calculusbackward stochastic Volterra integral equation
Optimal stochastic control (93E20) Financial applications of other theories (91G80) Stochastic integrals (60H05) Stochastic integral equations (60H20)
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