Vis enkel innførsel

dc.contributor.authorØksendal, Bernt
dc.contributor.authorZhang, Tusheng
dc.date.accessioned2012-12-04T11:52:34Z
dc.date.available2012-12-04T11:52:34Z
dc.date.issued2010
dc.identifier.issn2090-3332
dc.identifier.urihttp://hdl.handle.net/11250/163554
dc.description.abstractIn the first part of the paper we obtain existence and characterizations of an optimal control for a linear quadratic control problem of linear stochastic Volterra equations. In the second part, using the Malliavin calculus approach, we deduce a general maximum principle for optimal control of general stochastic Volterra equations. The result is applied to solve some stochastic control problem for some stochastic delay equations.no_NO
dc.language.isoengno_NO
dc.publisherHindawi Publishing Corporationno_NO
dc.titleOptimal control with partial information for stochastic Volterra equationsno_NO
dc.typeJournal articleno_NO
dc.typePeer reviewedno_NO
dc.subject.nsiVDP::Mathematics and natural science: 400::Mathematics: 410no_NO
dc.source.volume2010no_NO
dc.source.journalInternational Journal of Stochastic Analysisno_NO
dc.identifier.doi10.1155/2010/329185


Tilhørende fil(er)

Thumbnail

Denne innførselen finnes i følgende samling(er)

Vis enkel innførsel