scientific article

zbMath1331.91169MaRDI QIDQ2787473

Olivier Menoukeu Pamen

Publication date: 4 March 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Local time and additive functionals (60J55) Portfolio theory (91G10)

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The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls

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