A Stochastic Pontryagin Maximum Principle on the Sierpinski Gasket (Q4558885)
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scientific article; zbMATH DE number 6987194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Pontryagin Maximum Principle on the Sierpinski Gasket |
scientific article; zbMATH DE number 6987194 |
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A Stochastic Pontryagin Maximum Principle on the Sierpinski Gasket (English)
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30 November 2018
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Sierpinski gasket
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BSDEs
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stochastic maximum principle
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