Stochastic control based on time-change transformations for stochastic processes with Lévy noise (Q2922886)
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scientific article; zbMATH DE number 6355618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control based on time-change transformations for stochastic processes with Lévy noise |
scientific article; zbMATH DE number 6355618 |
Statements
Stochastic control based on time-change transformations for stochastic processes with Lévy noise (English)
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15 October 2014
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Lévy process
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stochastic equation
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stochastic control
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time-change transformations
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0.9503325
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0.89369404
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0.8842608
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0.8827634
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0.8799849
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0.87590176
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0.87499785
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0.8744916
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