Dynamic Programming and a Verification Theorem for the Recursive Stochastic Control Problem of Jump-Diffusion Models With Random Coefficients (Q6053156)
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scientific article; zbMATH DE number 7742145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Programming and a Verification Theorem for the Recursive Stochastic Control Problem of Jump-Diffusion Models With Random Coefficients |
scientific article; zbMATH DE number 7742145 |
Statements
Dynamic Programming and a Verification Theorem for the Recursive Stochastic Control Problem of Jump-Diffusion Models With Random Coefficients (English)
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26 September 2023
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forward and backward stochastic differential equations (BSDE) with jump diffusions
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integro-type stochastic PDE
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random coefficients
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verification theorem
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