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Latest revision as of 07:35, 5 July 2024

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Optimal variational principle for backward stochastic control systems associated with Lévy processes
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    Optimal variational principle for backward stochastic control systems associated with Lévy processes (English)
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    31 May 2012
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    stochastic control
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    stochastic maximum principle
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    Lévy processes
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    Teugel's martingales
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    backward stochastic differential equations
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