Small time path behavior of double stochastic integrals and applications to stochastic control

Keyphrases

• Stochastic Control 100%
• Stochastic Integral 100%
• Stochastic Model Applications 100%
• Path Behavior 100%
• Progressively Measurable 100%
• Time Paths 100%
• Brownian Motion 50%
• Stochastic Processes 50%
• Stochastic Control Problem 50%
• Contingent Claims 50%
• Law of the Iterated Logarithm 50%
• Super-replication 50%
• Integrable 50%

Mathematics

• Stochastics 100%
• Stochastic Integral 100%
• Control Problems 50%
• Matrix (Mathematics) 50%
• Brownian Motion 50%
• Iterated Logarithm 50%
• Contingent Claim 50%
• Additional Result 50%
• Measurable Stochastic Process 50%