Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970)
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: Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control |
scientific article; zbMATH DE number 6618841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control |
scientific article; zbMATH DE number 6618841 |
Statements
Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (English)
0 references
23 August 2016
0 references
backward stochastic differential equations
0 references
marked point processes
0 references
stochastic optimal control
0 references
0 references
0 references
0 references
0 references
0 references
0.9736874
0 references
0.93359685
0 references
0.92130995
0 references
0.9097762
0 references
0.90771294
0 references
0.9048562
0 references
0.9030911
0 references
0.8976407
0 references
