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Measure-valued solutions for stochastic differential equations on Hilbert spaces driven by Lévy measure and their optimal control - MaRDI portal

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Measure-valued solutions for stochastic differential equations on Hilbert spaces driven by Lévy measure and their optimal control (Q6638257)

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scientific article; zbMATH DE number 7944295
Language Label Description Also known as
English
Measure-valued solutions for stochastic differential equations on Hilbert spaces driven by Lévy measure and their optimal control
scientific article; zbMATH DE number 7944295

    Statements

    title
    Measure-valued solutions for stochastic differential equations on Hilbert spaces driven by Lévy measure and their optimal control (English)
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    author
    N. U. Ahmed
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    publication date
    14 November 2024
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    zbMATH Keywords
    non-Lipschitz nonlinear stochastic systems
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    Lévy process
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    measure-valued solutions
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    existence and regularity of solutions
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    optimal control
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    Identifiers

    Mathematics Subject Classification ID
    60Hxx
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    60G51
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    49J27
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    49J55
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    49N45
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    93B30
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    93C25
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    zbMATH DE Number
    7944295
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    DOI
    10.4134/CKMS.C230177
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