Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal insider control of stochastic Volterra equations   We study the problem of optimal inside control of a stochastic Volterra
equation driven by a Brownian motion and a Poisson random measure. We prove a
sufficient and a necessary maximum principle for the optimal control when the
trader has only partial information available to her decisions and on the other
hand, may have some inside information about the future of the system. The
results are applied to the problem of finding the optimal insider portfolio in
a financial market where the risky asset price is given by a stochastic
Volterra equation.

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The categories of this paper are: hep-ph
21
The categories of this paper are: adap-org
29
The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
37
The categories of this paper are: supr-con
1
The categories of this paper are: cs
5
The categories of this paper are: gr-qc
35
The categories of this paper are: mtrl-th
27
The categories of this paper are: comp-gas
11
The categories of this paper are: hep-lat
20
The categories of this paper are: acc-phys
31
The categories of this paper are: ao-sci
19
The categories of this paper are: eess
18
The categories of this paper are: econ
32
The categories of this paper are: atom-ph
14
The categories of this paper are: math-ph