On stochastic control for time changed Lévy dynamics
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Publication:2089015
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Cited in
(5)- Stochastic Volterra equations with time-changed L\'evy noise and maximum principles
- A time-changed stochastic control problem and its maximum principle maximum principle
- Solving discrete first-order matrix linear control problems with general parametric uncertainties: a probability-density-based approach
- Stochastic control based on time-change transformations for stochastic processes with Lévy noise
- Reflections on BSDEs
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