scientific article; zbMATH DE number 509248
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Publication:4280516
zbMath0792.93122MaRDI QIDQ4280516
Publication date: 24 February 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationsstrong solutionsdiffusion processesmartingale representationsoptimal stochastic control
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20)
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Maximum principle for forward-backward stochastic control system with random jumps and applications to finance ⋮ Necessary conditions for optimal control of forward-backward stochastic systems with random jumps
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