Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881)
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scientific article; zbMATH DE number 5808597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for forward-backward stochastic control system with random jumps and applications to finance |
scientific article; zbMATH DE number 5808597 |
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Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (English)
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29 October 2010
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forward-backward stochastic control system
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maximum principle
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Poisson random measure
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recursive utility
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stochastic optimal control
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