Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control |
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Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (English)
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23 August 2016
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backward stochastic differential equations
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marked point processes
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stochastic optimal control
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