Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579)

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Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization
scientific article

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    Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (English)
    jump-type stochastic differential equations
    polar decomposition of Lévy measures
    stable-like processes
    portfolio optimization

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