Stochastic volterra equations with time-changed lévy noise and maximum principles

HIGHLIGHTS

• who: Giulia di Nunno from the Department of Mathematics, University of Oslo, , Blindern, Oslo, Norway have published the paper: Stochastic Volterra equations with time-changed Lu00e9vy noise and maximum principles, in the Journal: (JOURNAL)
• what: The model has an element of novelty with respect to the others presented. For completeness, the authors show that the techniques provide necessary and sufficient conditions for the optimization problem J (uu0302)=sup J (u)=sup E uu2208AG uu2208AG T F(t, u03bbt, u(t), X u (t))dt + G(X u (T )) on the set AG of admissible G . . .
  

   

  

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