On stochastic control for time changed Lévy dynamics (Q2089015)
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scientific article; zbMATH DE number 7597014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic control for time changed Lévy dynamics |
scientific article; zbMATH DE number 7597014 |
Statements
On stochastic control for time changed Lévy dynamics (English)
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6 October 2022
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time change
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Volterra equations
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stochastic backward differential equations
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forward-backward systems
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optimal control
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partial information
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maximum principle
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stochastic derivative
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0.9503325
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0.9049255
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0.89807856
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0.8976424
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0.8976391
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0.89614594
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0.8948357
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0.8945466
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