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Singular control of stochastic Volterra integral equations - MaRDI portal

Singular control of stochastic Volterra integral equations (Q2157866)

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scientific article; zbMATH DE number 7562291
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Singular control of stochastic Volterra integral equations
scientific article; zbMATH DE number 7562291

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    Singular control of stochastic Volterra integral equations (English)
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    22 July 2022
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    stochastic maximum principle
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    stochastic Volterra integral equation
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    singular control
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    backward stochastic Volterra integral equation
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    Hida-Malliavin calculus
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