Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773): Difference between revisions

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+https://doi.org/10.1007/s11424-009-9151-0
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+W2037998783
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+Chaotic and predictable representations for Lévy processes.
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+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
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