"Malliavin Calculus and Optimal Control of Stochastic Volterra Equations."

Nacira Agram, Bernt Øksendal (2015)

> Home

Details and statistics

DOI: 10.1007/S10957-015-0753-5

access: closed

type: Journal Article

metadata version: 2020-04-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jota/AgramO15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jota/AgramO15
Nacira Agram, Bernt Øksendal:
Malliavin Calculus and Optimal Control of Stochastic Volterra Equations. J. Optim. Theory Appl. 167(3): 1070-1094 (2015)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.