Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784)
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scientific article; zbMATH DE number 7878801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle |
scientific article; zbMATH DE number 7878801 |
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Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (English)
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9 July 2024
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forward-backward stochastic jump-diffusion differential system
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Girsanov's theorem
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maximum principle
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partial information
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