``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view (Q857923)
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scientific article; zbMATH DE number 5082000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view |
scientific article; zbMATH DE number 5082000 |
Statements
``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view (English)
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5 January 2007
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stochastic differential equation
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Poisson process
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Bellman equation
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portfolio optimization
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consumption optimization
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