Stochastic maximum principle for forward-backward stochastic systems associated with Lévy processes (Q5499397)
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scientific article; zbMATH DE number 6401357
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| English | Stochastic maximum principle for forward-backward stochastic systems associated with Lévy processes |
scientific article; zbMATH DE number 6401357 |
Statements
11 February 2015
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stochastic control
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stochastic maximum principle
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Lévy processes
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Teugels martingales
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forward-backward stochastic differential equations
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0.9123986959457396
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0.9112403988838196
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0.885872483253479
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0.8840806484222412
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