A stochastic target problem for branching diffusion processes (Q6123265)
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scientific article; zbMATH DE number 7812486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic target problem for branching diffusion processes |
scientific article; zbMATH DE number 7812486 |
Statements
A stochastic target problem for branching diffusion processes (English)
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4 March 2024
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stochastic target control
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fintech
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cryptocurrencies options
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branching diffusion process
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dynamic programming principle
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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