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pro vyhledávání: '"rough processes"'
We provide sufficient conditions that guarantee the existence of relaxed optimal controls in the weak formulation of control problems for stochastic Volterra equations (SVEs). Our study can be applied to rough processes which arise when the kernel ap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c94af30b30aee24766f7e232b6a93def
http://arxiv.org/abs/2207.05169
http://arxiv.org/abs/2207.05169
