Existence and uniqueness of solutions of SDEs occurring in stochastic optimal control in risk theory

  • Michaela Szölgyenyi (Speaker)

Activity: Talk or presentation › Contributed talk › unknown

Period07 Mar 2014
Event title11th German Probability and Statistics Days 2014 - Ulmer Stochastik-Tage
Event typeConference
LocationUlm, GermanyShow on map

Fields of science

  • 101007 Financial mathematics
  • 101025 Number theory

JKU Focus areas

  • Computation in Informatics and Mathematics