A white noise approach to optimal insider control of systems with delay (Q2633842)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A white noise approach to optimal insider control of systems with delay |
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A white noise approach to optimal insider control of systems with delay (English)
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10 May 2019
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stochastic delay equation
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optimal insider control
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Hida-Malliavin derivative
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stochastic maximum principles
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time-advanced BSDE
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optimal insider portfolio in a financial market with delay
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