BSDEs driven by time-changed Lévy noises and optimal control (Q2436795)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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