Non-smooth analysis method in optimal investment-BSDE approach
type: Item
instance of: scholarly article
title: Non-smooth analysis method in optimal investment-BSDE approach
zbMATH Open document ID: 1448.49025
author: Helin Wu
author: Yong Ren
author: Feng Hu
published in: Advances in Difference Equations
publication date: 2019-02-04T00:00:00Z
Mathematics Subject Classification ID: 49J52
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7012041
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: non-smooth analysis
zbMATH Keywords: optimal investment
MaRDI profile type: Publication
full work available at URL: s13662-018-1920-4
OpenAlex ID: W2964169086
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Wikidata QID: Q128699584
DOI: 10.1186/S13662-018-1920-4
description: scientific article; zbMATH DE number 7012041