A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition (Q2799361)
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scientific article; zbMATH DE number 6566963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition |
scientific article; zbMATH DE number 6566963 |
Statements
11 April 2016
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stochastic control
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degenerate parabolic condition
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backward stochastic partial differential equation
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portfolio liquidation
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singular terminal value
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A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition (English)
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