A stochastic maximum principle for backward control systems with random default time (Q5022829)
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scientific article; zbMATH DE number 7460027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic maximum principle for backward control systems with random default time |
scientific article; zbMATH DE number 7460027 |
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A stochastic maximum principle for backward control systems with random default time (English)
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19 January 2022
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stochastic maximum principle
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backward control systems
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random default time
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backward stochastic differential equations
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