Malliavin calculus and optimal control of stochastic Volterra equations

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Publication:262021

DOI10.1007/s10957-015-0753-5zbMath1335.60121arXiv1406.0325OpenAlexW1532823275MaRDI QIDQ262021

Nacira Agram, Bernt Øksendal

Publication date: 29 March 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.0325




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