scientific article; zbMATH DE number 4207967

MaRDI QIDQ3356200zbMATH OpenFDO

Authors Ioannis Karatzas, Daniel L. Ocone

Publication date 1991

zbMATH Keywords

principle of smooth fit

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Recommendations

• scientific article; zbMATH DE number 4199193
• On the Feynman-Kac formula and its applications to filtering theory
• The resolvent of a degenerate diffusion on the plane, with application to partially observed stochastic control
• The Feynman-Kac formula and Harnack inequality for degenerate diffusions
• scientific article; zbMATH DE number 25411

Cited in

(3)

• A Feynman-Kac formula for stochastic Dirichlet problems
• Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE
• scientific article; zbMATH DE number 4199193 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3356200)