Erratum to: ``A Donsker delta functional approach to optimal insider control and applications to finance'' (Q902288)
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: Erratum to: ``A Donsker delta functional approach to optimal insider control and applications to finance |
scientific article; zbMATH DE number 6527448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Erratum to: ``A Donsker delta functional approach to optimal insider control and applications to finance'' |
scientific article; zbMATH DE number 6527448 |
Statements
Erratum to: ``A Donsker delta functional approach to optimal insider control and applications to finance'' (English)
0 references
7 January 2016
0 references
optimal insider control
0 references
maximum principle
0 references
Hida-Malliavin calculus
0 references
white noise
0 references
Donsker delta functional
0 references
anticipative stochastic calculus
0 references
backward stochastic differential equations
0 references