A maximum principle for controlled stochastic factor model (Q4554102)
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scientific article; zbMATH DE number 6974817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for controlled stochastic factor model |
scientific article; zbMATH DE number 6974817 |
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A maximum principle for controlled stochastic factor model (English)
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7 November 2018
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stochastic partial differential equations
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stochastic factor model
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stochastic maximum principle
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Zakai equation
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