BSDEs driven by time-changed Lévy noises and optimal control (Q2436795)

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BSDEs driven by time-changed Lévy noises and optimal control
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    BSDEs driven by time-changed Lévy noises and optimal control (English)
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    26 February 2014
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    BSDE
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    time-change
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    maximum principle
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    doubly stochastic Poisson process
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    conditionally independent increments
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