Regularity and optimality necessary conditions for system of G-stochastic differential equations
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Publication:6544210
DOI10.1134/S199508022311015XzbMATH Open1539.60067MaRDI QIDQ6544210
Amel Redjil, Zineb Arab, H. Ben Gherbal
Publication date: 27 May 2024
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Foundations of stochastic processes (60G05) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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