A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Spille, Johan Benedikt, Stannat, Wilhelm
Format:	Preprint
Published:	2026
Subjects:	Probability Optimization and Control 93E20, 49K45, 49N80 (Primary) 60H30, 60H10, 49N15 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.12006