Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle
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Publication:6647789
DOI10.1080/17442508.2023.2256506MaRDI QIDQ6647789
Publication date: 3 December 2024
Published in: Stochastics (Search for Journal in Brave)
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)
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