On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term

In the deterministic context a series of well established results allow to reformulate delay differential equations (DDEs) as evolution equations in infinite dimensional spaces. Several models in the theoretical economic literature have been studied using this reformulation. On the other hand, in the stochastic case only few results of this kind are available and only for specific problems.

MoreLess

Year of publication:	2014
Authors:	Giorgio, Fabbri ; Salvatore, Federico
Published in:	Mathematical Economics Letters. - De Gruyter. - Vol. 2.2014, 3-4, p. 11-11
Publisher:	De Gruyter
Subject:	Stochastic Delay Differential Equations \| Evolution Equations in Hilbert Space \| Dynamic Programming

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011084817