On the maximum principle for stochastic differential equations with a path-wise cost functional (Q6656408)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the maximum principle for stochastic differential equations with a path-wise cost functional |
scientific article; zbMATH DE number 7961386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maximum principle for stochastic differential equations with a path-wise cost functional |
scientific article; zbMATH DE number 7961386 |
Statements
On the maximum principle for stochastic differential equations with a path-wise cost functional (English)
0 references
2 January 2025
0 references
stochastic differential equations
0 references
stochastic maximum principle
0 references
Stratonovich stochastic integral
0 references
virtual Lagrange multipliers
0 references
0 references
