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zbMath1249.62017MaRDI QIDQ2896617

T. V. Zhmykhova

Publication date: 16 July 2012

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

zbMATH Keywords

optimal control stochastic differential equation Wiener process Poisson measure

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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