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