Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (Q6202389)
From MaRDI portal
scientific article; zbMATH DE number 7824418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes |
scientific article; zbMATH DE number 7824418 |
Statements
Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (English)
0 references
26 March 2024
0 references
controlled Lévy-Itô processes
0 references
Kullback-Leibler divergence
0 references
risk management
0 references
optimal probability measures
0 references
0 references
0 references
