Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581)
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scientific article; zbMATH DE number 1525236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of distorted probabilities for diffusion processes via stochastic control methods. |
scientific article; zbMATH DE number 1525236 |
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Computation of distorted probabilities for diffusion processes via stochastic control methods. (English)
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2000
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Risk diffusion processes
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Distorted survival probability functions
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Stochastic control
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Stochastic differential games
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Killing diffusions
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Branching diffusions
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Viscosity solutions
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