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Latest revision as of 12:27, 16 July 2024

scientific article; zbMATH DE number 6931426
Language Label Description Also known as
English
Singular recursive utility
scientific article; zbMATH DE number 6931426

    Statements

    Singular recursive utility (English)
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    4 September 2018
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    singular recursive utility
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    singular jump-diffusion processes
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    optimal control problem
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    stochastic maximum principle
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    singular backward stochastic differential equation
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    generalized Skorohod reflection problem
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    optimal consumption
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