Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (Q5711149): Difference between revisions

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Property / author: Bernt Øksendal / rank
 
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Property / author: Frank Norbert Proske / rank
 
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Property / author: Tu-Sheng Zhang / rank
 
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Latest revision as of 14:04, 11 June 2024

scientific article; zbMATH DE number 2237340
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English
Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields
scientific article; zbMATH DE number 2237340

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    Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (English)
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    9 December 2005
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    Lévy process
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