𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal variational principle for backward stochastic control systems associated with Lévy processes

✍ Scribed by MaoNing Tang; Qi Zhang


Book ID
113082802
Publisher
SP Science China Press
Year
2012
Tongue
English
Weight
267 KB
Volume
55
Category
Article
ISSN
1674-7283

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Hyperfinite stochastic integration for L
✍ Frederik S. Herzberg 📂 Article 📅 2010 🏛 Elsevier Science 🌐 French ⚖ 229 KB

This article links the hyperfinite theory of stochastic integration with respect to certain hyperfinite Lévy processes with the elementary theory of pathwise stochastic integration with respect to pure-jump Lévy processes with finite-variation jump part. Since the hyperfinite Itô integral is also de