New approach to optimal control of stochastic Volterra integral equations
Author:
Affiliation:
1. Department of Mathematics, University of Oslo, Oslo, Norway
2. University Mohamed Khider of Biskra, Biskra, Algeria
Funder
Norwegian Research Council
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2018.1557186
Reference12 articles.
1. White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
2. Malliavin Calculus and Optimal Control of Stochastic Volterra Equations
3. Malliavin Calculus for Lévy Processes with Applications to Finance
4. Stochastic Differential Utility
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