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Itô-Lévy processes 1 Singular stochastic control 1 jump diffusions 1 maximum principles 1 optimal stopping 1 partial information 1 reflected BSDEs 1
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Free 1
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English 1
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Oksendal, Bernt 1 Sulem, Agnès 1
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HAL 1
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Did you mean: subject:"maximum principle" (71 results)
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Singular stochastic control and optimal stopping with partial information of Itô--Lévy processes
Oksendal, Bernt; Sulem, Agnès - HAL - 2011
general maximum principles. The results are used to find connections between singular stochastic control, reflected BSDEs and …
Persistent link: https://www.econbiz.de/10009220692
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