Jonathan Bennett

From MaRDI portal
Person:2266833



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Stochastic control of SDEs associated with Lévy generators and application to financial optimization
Frontiers of Mathematics in China
2010-02-26Paper
An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
Stochastic Analysis and Applications
2008-06-12Paper
Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization
Frontiers of Mathematics in China
2008-03-14Paper


Research outcomes over time


This page was built for person: Jonathan Bennett