Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326)
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| English | Optimal variational principle for backward stochastic control systems associated with Lévy processes |
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Optimal variational principle for backward stochastic control systems associated with Lévy processes (English)
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31 May 2012
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stochastic control
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stochastic maximum principle
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Lévy processes
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Teugel's martingales
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backward stochastic differential equations
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0.9123986959457396
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0.8591121435165405
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0.8571640253067017
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0.8508329391479492
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0.8385778665542603
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