Second-order Taylor expansion for backward doubly stochastic control system (Q2871779)
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scientific article; zbMATH DE number 6243929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order Taylor expansion for backward doubly stochastic control system |
scientific article; zbMATH DE number 6243929 |
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Second-order Taylor expansion for backward doubly stochastic control system (English)
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9 January 2014
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backward doubly stochastic differential equation
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Taylor expansion
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optimal control
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stochastic Hamilton system
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spike variation
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