BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem (Q2054942)

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BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem
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    BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem (English)
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    3 December 2021
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    backward stochastic differential equations
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    optimal control
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    logarithmic growth
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