Pages that link to "Item:Q5411913"

The following pages link to Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913):

Displaying 2 items.

• Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
• Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)