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Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle - MaRDI portal

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Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle (Q6647789)

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scientific article; zbMATH DE number 7953394
Language Label Description Also known as
English
Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle
scientific article; zbMATH DE number 7953394

    Statements

    title
    Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle (English)
    0 references
    author
    Gaofeng Zong
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    published in
    Stochastics
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    publication date
    3 December 2024
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    Identifiers

    Mathematics Subject Classification ID
    60H07
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    60G44
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    60H20
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    60H30
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    93E20
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    zbMATH DE Number
    7953394
    0 references
     
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