Non-standard Stochastic Control with Nonlinear Feynman-Kac Costs

arXiv2312.00908MaRDI QIDQ6461809FDOQ6461809

Authors: René Carmona, Mathieu Laurière, P.-L. Lions 

Publication date: 1 December 2023

Mathematics Subject Classification ID

Stochastic analysis (60Hxx)

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