Large deviation estimates for controlled semi-martingales
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Publication:2800249
DOI10.1142/9789814596534_0022zbMath1344.60029MaRDI QIDQ2800249
Publication date: 15 April 2016
Published in: Festschrift Masatoshi Fukushima (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/9789814596534_0022
Hamilton-Jacobi-Bellman equations; large deviation estimates; controlled semi-martingales; downside risk minimization