Fractional Backward Stochastic Partial Differential Equations with Applications to Stochastic Optimal Control of Partially Observed Systems driven by Lévy Processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ye, Yuyang, Li, Yunzhang, Tang, Shanjian
Format:	Preprint
Published:	2024
Subjects:	Probability Optimization and Control 35R60, 35S10, 60H15, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.07052