A stochastic maximum principle for backward control systems with random default time (Q2871780)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A stochastic maximum principle for backward control systems with random default time |
scientific article; zbMATH DE number 6243930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic maximum principle for backward control systems with random default time |
scientific article; zbMATH DE number 6243930 |
Statements
A stochastic maximum principle for backward control systems with random default time (English)
0 references
9 January 2014
0 references
stochastic maximum principle
0 references
backward control systems
0 references
random default time
0 references
backward stochastic differential equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
