Maximum principle for stochastic control system with elephant memory and jump diffusion (Q6595036)
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scientific article; zbMATH DE number 7903363
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for stochastic control system with elephant memory and jump diffusion |
scientific article; zbMATH DE number 7903363 |
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Maximum principle for stochastic control system with elephant memory and jump diffusion (English)
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29 August 2024
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anticipated backward stochastic differential equation
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elephant memory
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Fréchet derivative
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maximum principle
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stochastic delayed differential equation
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