scientific article

zbMATH Open1070.60051MaRDI QIDQ3025507

Dean Zes, William Margulies

Publication date: 15 July 2005

Full work available at URL: https://eudml.org/doc/125066

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zbMATH Keywords

Jacobi functionsStochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Financial applications of other theories (91G80) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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