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Revision as of 22:20, 11 February 2024
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English | 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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