Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579): Difference between revisions

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Property / author: Jiang-Lun Wu / rank
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Property / full work available at URL: https://doi.org/10.1007/s11464-007-0033-2 / rank
 
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Latest revision as of 18:29, 27 June 2024

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Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization
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    Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (English)
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    14 March 2008
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    jump-type stochastic differential equations
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    polar decomposition of Lévy measures
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    stable-like processes
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    portfolio optimization
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