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