Optimal control for stochastic Volterra equations with multiplicative Lévy noise
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Publication:2179109
DOI10.1007/s00030-020-00631-1zbMath1447.93372OpenAlexW3020011326MaRDI QIDQ2179109
Fulvia Confortola, Stefano Bonaccorsi
Publication date: 12 May 2020
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00030-020-00631-1
Processes with independent increments; Lévy processes (60G51) Integro-partial differential equations (45K05) Optimal stochastic control (93E20) Stochastic integral equations (60H20)
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