Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531)

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scientific article; zbMATH DE number 6259467
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Optimal Investment-consumption for Partially Observed Jump-diffusions
scientific article; zbMATH DE number 6259467

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    Optimal Investment-consumption for Partially Observed Jump-diffusions (English)
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    19 February 2014
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    utility maximization
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    optimal stochastic control
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    partial information
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    backward stochastic differential equations
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    jump-diffusion processes
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