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Latest revision as of 01:55, 4 July 2024

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Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities
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    Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (English)
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    25 May 2011
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    reaction-diffusion
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    Itō-Poisson process
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    stochastic differential utility
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    stochastic maximum principle
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    forward-backward stochastic differential equation
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