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1 Ergebnisse
1
Backward stochastic differential equation driven by a marke..:
F. Confortola
;
M. Fuhrman
;
J. Jacod
info:eu-repo/semantics/altIdentifier/wos/WOS:000378215800015. , 2016
Link:
http://hdl.handle.net/2434/472229
RT Journal T1 <Title>Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftunivmilanoair:oai:air.unimi.it:2434_472229&Exemplar=1&LAN=DE A1 F. Confortola A1 M. Fuhrman A1 J. Jacod PB Institute of Mathematical Statistics YR 2016 K1 Backward stochastic differential equation K1 Marked point processe K1 Stochastic optimal control K1 Statistics and Probability K1 Settore MAT/06 - Probabilita' e Statistica Matematica JF info:eu-repo/semantics/altIdentifier/wos/WOS:000378215800015 LK http://hdl.handle.net/2434/472229 DO http://hdl.handle.net/2434/472229 SF ELIB - SuUB Bremen
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