The following pages link to (Q3895379):
Displayed 3 items.
- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
- Stochastic control of SDEs associated with Lévy generators and application to financial optimization (Q2266834) (← links)
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)