Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps (Q2133260)

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Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps
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    Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps (English)
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    29 April 2022
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    fully nonlocal
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    fractional Brownian motion
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    Poisson jump
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    mild solution
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    optimal control
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