The pathwise-determined maximum principle and symmetric integrals (Q6188004)
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scientific article; zbMATH DE number 7798292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pathwise-determined maximum principle and symmetric integrals |
scientific article; zbMATH DE number 7798292 |
Statements
The pathwise-determined maximum principle and symmetric integrals (English)
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1 February 2024
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deterministic maximum principle
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stochastic maximum principle
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nonanticipating control
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symmetric integral
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stochastic differential equations
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stochastic Stratonovich equation
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\textit{FBSD}-system of equations
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