scientific article; zbMATH DE number 6692334

MaRDI QIDQ2966334zbMATH OpenFDO

Authors Olivier Menoukeu-Pamen

Publication date 6 March 2017

zbMATH Keywords

backward stochastic differential equationsMalliavin calculus

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(1)

• Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach

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