Maximum principles for jump diffusion processes with infinite horizon (Q2356691): Difference between revisions

@@ Property / DOI @@
-.1016/j.automatica.2013.04.011
@@ Property / DOI: 10.1016/j.automatica.2013.04.011 / rank @@
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@@ Property / OpenAlex ID: W2168600615 / rank @@
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@@ Property / arXiv ID @@
+.1719
@@ Property / arXiv ID: 1206.1719 / rank @@
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@@ Property / cites work @@
+A Maximum Principle for Infinite Horizon Delay Equations
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+Applied stochastic control of jump diffusions
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+Q4263364
@@ Property / cites work: Q4263364 / rank @@
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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+On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
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+On solutions of a class of infinite horizon FBSDEs
+Normal rank
@@ Property / DOI @@
+.1016/J.AUTOMATICA.2013.04.011
@@ Property / DOI: 10.1016/J.AUTOMATICA.2013.04.011 / rank @@
+Normal rank