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Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives

dc.date.accessioned2016-12-21T11:43:06Z
dc.date.available2018-05-13T22:30:59Z
dc.date.created2016-06-17T16:00:48Z
dc.date.issued2016
dc.identifier.citationDahl, Kristina Rognlien Mohammed, Salah-Eldin Øksendal, Bernt Røse, Elin Engen . Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives. Journal of Functional Analysis. 2016, 271(2), 289-329
dc.identifier.urihttp://hdl.handle.net/10852/53304
dc.languageEN
dc.language.isoenen_US
dc.publisherAcademic
dc.titleOptimal control of systems with noisy memory and BSDEs with Malliavin derivativesen_US
dc.typeJournal articleen_US
dc.creator.authorDahl, Kristina Rognlien
dc.creator.authorMohammed, Salah-Eldin
dc.creator.authorØksendal, Bernt
dc.creator.authorRøse, Elin Engen
cristin.unitcode185,15,13,35
cristin.unitnameStokastisk analyse, finans, forsikring og risiko
cristin.ispublishedtrue
cristin.fulltextpostprint
cristin.fulltextpostprint
cristin.qualitycode2
dc.identifier.cristin1362283
dc.identifier.bibliographiccitationinfo:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Journal of Functional Analysis&rft.volume=271&rft.spage=289&rft.date=2016
dc.identifier.jtitleJournal of Functional Analysis
dc.identifier.volume271
dc.identifier.issue2
dc.identifier.startpage289
dc.identifier.endpage329
dc.identifier.doihttp://dx.doi.org/10.1016/j.jfa.2016.04.031
dc.identifier.urnURN:NBN:no-56552
dc.type.documentTidsskriftartikkelen_US
dc.type.peerreviewedPeer reviewed
dc.source.issn0022-1236
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/53304/2/NoisyMemory21_8_2015.pdf
dc.type.versionAcceptedVersion


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