Malliavin Calculus and Optimal Control of Stochastic Volterra Equations

Author:

Agram Nacira,Øksendal Bernt

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference20 articles.

1. Holden, H., Øksendal, B., Ubøe, J., Zhang, T.: Stochastic Partial Differential Equations, 2nd edn. Springer, Berlin (2010)

2. Øksendal, B.: Stochastic Differential Equations, 6th edn. Springer, Berlin (2013)

3. Øksendal, B., Zhang, T.: Optimal control with partial information for stochastic Volterra equations. Intern. J. Stoch. Anal. (2010). doi: 10.1115/2010/329185

4. Gripenberg, G., Londen, S.-O., Staffans, O.: Volterra Integral and Functional Equations. Cambridge University Press, Cambridge (1990)

5. Belbas, S.A.: A new method for optimal control of Volterra integral equations. Appl. Math. Comput. 189, 1902–1915 (2007)

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