Szölgyenyi, Michaela. 2014. Existence and uniqueness of solutions of SDEs occurring in stochastic optimal control in risk theory. 11th German Probability and Statistics Days 2014, Ulm, Deutschland, 07.03.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Existence and uniqueness of solutions of SDEs occurring in stochastic optimal control in risk theory |
| Event | 11th German Probability and Statistics Days 2014 |
| Year | 2014 |
| Date | 07.03. |
| Country | Germany |
| Location | Ulm |
Associations
- People
- Szölgyenyi, Michaela (Former researcher)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1117 Actuarial mathematics (Details)
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)