Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization |
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Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (English)
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14 March 2008
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jump-type stochastic differential equations
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polar decomposition of Lévy measures
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stable-like processes
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portfolio optimization
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