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scientific article; zbMATH DE number 7805285
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scientific article; zbMATH DE number 7805285

    Statements

    author
    Elena Bandini
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    Fulvia Confortola
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    Paolo Di Tella
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    publication date
    15 February 2024
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    zbMATH Keywords
    progressive enlargement of filtration
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    compensators
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    stochastic optimal control
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    marked point processes
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    BSDEs
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    60G55
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    60G57
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    zbMATH DE Number
    7805285
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