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scientific article; zbMATH DE number 5218758 - MaRDI portal

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zbMath1125.93072MaRDI QIDQ5431239

Guangchen Wang, Wei Deng, Haiyan Zhang

Publication date: 7 December 2007

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

zbMATH Keywords

maximum principle Girsanov's theorem forward and backward stochastic control system

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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