scientific article; zbMATH DE number 5220415
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Publication:5430708
zbMath1144.91018MaRDI QIDQ5430708
Akihiko Inoue, Yumiharu Nakano
Publication date: 16 December 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Riccati equationsoptimal investmentprocesses with memorylong term investmentprocesses with stationary increments
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stationary stochastic processes (60G10) Optimal stochastic control (93E20)
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