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Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
Sennewald, Ken, (2005)
Some new BSDE results for an infinite-horizon stochastic control problem
Hu, Ying, (2011)
A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia, (2011)
"Ito's Lemma" and the Bellman equation for poisson processes : an applied view
Sennewald, Ken, (2006)
"Ito's Lemma" and the Bellman equation for Poisson processes: An applied view