Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (Q5711149)
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scientific article; zbMATH DE number 2237340
Language | Label | Description | Also known as |
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English | Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields |
scientific article; zbMATH DE number 2237340 |
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Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (English)
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9 December 2005
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Lévy process
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