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Stochastics An International Journal of Probability and Stochastic Processes. 2012;84(5-6):643-666. doi: 10.1080/17442508.2011.651619 Q30.92025

A mean-field stochastic maximum principle via Malliavin calculus

基于Malliavin演算的平均场随机最大值原理

Meyer-Brandis, Thilo; Øksendal, Bernt; Zhou, Xun Yu

DOI: 10.1080/17442508.2011.651619

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Copyright © Stochastics An International Journal of Probability and Stochastic Processes. 中文内容为AI机器翻译,仅供参考!

期刊名:Stochastics-an international journal of probability and stochastic processes

缩写:STOCHASTICS

ISSN:1744-2508

e-ISSN:1744-2516

IF/分区:0.9/Q3

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A mean-field stochastic maximum principle via Malliavin calculus