Quotation 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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Publication's profile

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)
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