Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle

DOI10.1080/17442508.2023.2256506MaRDI QIDQ6647789zbMATH OpenFDO

Authors Gaofeng Zong

Publication date 3 December 2024

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2023.2256506

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

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