{"entities":{"Q2840144":{"pageid":2850864,"ns":120,"title":"Item:Q2840144","lastrevid":58024677,"modified":"2026-04-03T12:14:11Z","type":"item","id":"Q2840144","labels":{"en":{"language":"en","value":"Jump-diffusion risk-sensitive asset management. II: Jump-diffusion factor model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6188902"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2840144$1D06A7F2-1B3E-43BA-93E7-8FEC625622DC","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"aa4bc308c6260b88f3ebb409ad53d7c6c2e6045f","datavalue":{"value":"1291.35409","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2840144$AA8C37C8-0B34-4830-A1CC-1C34C823E1DA","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"762867bb0ef748dd2486a4e7890f76615b0356eb","datavalue":{"value":"10.1137/110825881","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2840144$16988A5C-7644-48CE-A42A-92EF76A3536D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"32f7fde2057e6934ea4adbe7e92b814c59440351","datavalue":{"value":{"entity-type":"item","numeric-id":470652,"id":"Q470652"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2840144$07DDA23F-8950-49BB-95B6-41F7CF4632CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3da5375c91ad81c1afd7819f084a027abd70f7ee","datavalue":{"value":{"entity-type":"item","numeric-id":470653,"id":"Q470653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2840144$6B5F5DF9-1886-490B-8992-A6A5FD45586B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1ce3126ac4b873d1435f3e6415d12d56cb56cf18","datavalue":{"value":{"entity-type":"item","numeric-id":2706140,"id":"Q2706140"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2840144$BE75F6B6-43B1-4194-ABDA-11913B9FC035","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d52f61cff8a7b78396a948ed55dc65bd5b6a9cce","datavalue":{"value":{"time":"+2013-07-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2840144$22BC4DCA-2EBB-4937-9CD9-B61530B75487","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"89580a6e327aa7cc21007f499aee671851334cd9","datavalue":{"value":"https://arxiv.org/abs/1102.5126","type":"string"},"datatype":"url"},"type":"statement","id":"Q2840144$22E65A1D-56A7-4DB0-961B-F91AC1F02E5F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6697538cb7a6024fa739eee05a1f012ecc891dc","datavalue":{"value":"35Q91","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2840144$BEE87618-07F5-4AB2-85D9-2C2E124D9980","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"18abbc3098aedb7f12596b60867c32096bd6102b","datavalue":{"value":"35D40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2840144$FF15F593-A014-46B8-AE58-45194F9E51D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"07e1636ba1bbf7a3890bb41846f53adac5e878d6","datavalue":{"value":"35R09","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2840144$018AF3DD-9BBD-44AA-8A49-F861ADCF0EB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2840144$47D144CC-EAB4-4BCF-9EBD-82D363267AE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2840144$483A8A4D-F7C1-4DA7-A983-5F042491DBB0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2840144$5B6D49A0-3836-4080-8BFB-D32EE7E8342A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6718dab79bc8c422f49236189c560deb53aec5f5","datavalue":{"value":"6188902","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2840144$D27142E6-705B-4D21-970E-A1E1748D2491","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8c02427127ef5c2710cd929f5d702657d5cddfb3","datavalue":{"value":"asset management","type":"string"},"datatype":"string"},"type":"statement","id":"Q2840144$5FCD76F2-796A-4F64-964C-4C27583234CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"db215040d6424724fb164a64919d3b37aedb4dea","datavalue":{"value":"risk-sensitive stochastic control","type":"string"},"datatype":"string"},"type":"statement","id":"Q2840144$B5D8A322-D135-40DC-9F39-6C0E3385A453","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d31e420309f5bbce7ceb5ad07cdf30968c82a9a6","datavalue":{"value":"jump-diffusion processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2840144$E4A5E32A-CB63-46B9-AAC9-944CF427EDC7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3850117a862669d31f955654771e859536a4a4e5","datavalue":{"value":"Poisson point processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2840144$E88B8809-8FAA-453A-B445-564FAE41CACC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dfb13729ad115a81f9917d39f8613fbb62057faa","datavalue":{"value":"L\u00e9vy processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2840144$B48FD8A1-D5F6-490A-A005-3DA3AA8E8B08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2c84033bcd168b74bde9bf35191a4e71d7013c12","datavalue":{"value":"HJB PIDE","type":"string"},"datatype":"string"},"type":"statement","id":"Q2840144$51133EE8-138A-4008-B8C3-5EBCCDD9A1CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9fe5038e9ac1cfd432f1c835891b65c04b38db6e","datavalue":{"value":"policy improvement","type":"string"},"datatype":"string"},"type":"statement","id":"Q2840144$932EB490-813A-4359-8ADE-C1D14B81CDEF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c93db743a9498797b6489eb032b3fd5bfbb431a2","datavalue":{"value":"parabolic PDE","type":"string"},"datatype":"string"},"type":"statement","id":"Q2840144$A7E55B6D-616B-4E96-B238-84513CB0084C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8555914fe12b4ffcbbde0434d521c2000bd3db68","datavalue":{"value":"classical solutions","type":"string"},"datatype":"string"},"type":"statement","id":"Q2840144$9E0A3E2C-36B1-4496-B27A-5A5643609CE9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cbfc4093d69f50373ca547a8ba96a191b35632f3","datavalue":{"value":"viscosity solutions","type":"string"},"datatype":"string"},"type":"statement","id":"Q2840144$C623B717-5309-4380-AEE7-064E72FA396F","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2840144$49000F42-B191-410F-9FC0-D8CF81D2B596","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"bd015cef75d8169545932dc1d35176b2ad4b6173","datavalue":{"value":"W1999768877","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2840144$E0450BAB-28AD-404D-8171-41369E7B500C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"d48b72b315e8ec65df12a959f80109c150e9fcfa","datavalue":{"value":{"text":"Jump-diffusion risk-sensitive asset management. II: Jump-diffusion factor model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2840144$7C8F9552-DED3-4652-9875-FBDFA4D093B0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f695cc1d713a16757aa759ac1b8f876abb7d0803","datavalue":{"value":{"entity-type":"item","numeric-id":3074984,"id":"Q3074984"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"52972697221bdefca4f2e2c56fabd8b1ad997854","datavalue":{"value":{"amount":"+0.9003182649612427","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2840144$A1B4EFAF-3279-4A48-9008-37D0F393919B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e77585aa89a46d67d5189d9a33d1e82607980bee","datavalue":{"value":{"entity-type":"item","numeric-id":1288988,"id":"Q1288988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8a78e16d77fc404aaabbc317241abe4f07779f9b","datavalue":{"value":{"amount":"+0.8914888501167297","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2840144$968C4BB7-C867-47D7-978F-9C0A6AC0EE73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"673211fc4b83207e73d36cc3a797f24105b8d5b3","datavalue":{"value":{"entity-type":"item","numeric-id":2974857,"id":"Q2974857"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"941a2fef0774b6ec7a66e5d554f689a2b8528c78","datavalue":{"value":{"amount":"+0.850165605545044","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2840144$71293DDA-9190-403B-B560-E0C6520D184E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1f925415efe1237254ab1fe19a56f2c94d97c495","datavalue":{"value":{"entity-type":"item","numeric-id":5416123,"id":"Q5416123"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1bbdfbf7f586c9c639f867c38fc429f8db8c040d","datavalue":{"value":{"amount":"+0.8422748446464539","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2840144$64E5C5A0-8FF6-44B5-BFAF-107CFE9666E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0b1d5e2cefbd7323c1217e377d3e683cf96718e4","datavalue":{"value":{"entity-type":"item","numeric-id":2364352,"id":"Q2364352"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b11ee0c1599a262b034b497a3c6fa9e0c03cd56e","datavalue":{"value":{"amount":"+0.8235772848129272","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2840144$F6C7A2C3-E097-45C8-AE46-BA1FFB538AC8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2840144","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2840144"}}}}}