✦ LIBER ✦

Stochastic control of SDEs associated with Lévy generators and application to financial optimization

✍ Scribed by Jonathan Bennett; Jiang-Lun Wu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic differential equations with p

✍ Jonathan Bennett; Jiang-Lun Wu 📂 Article 📅 2007 🏛 Higher Education Press and Springer 🌐 English ⚖ 290 KB

Necessary and sufficient conditions for

✍ QingXin Meng; MaoNing Tang 📂 Article 📅 2009 🏛 Science in China Press (SCP) 🌐 English ⚖ 763 KB

A maximum principle for relaxed stochast

✍ Daniel Andersson; Boualem Djehiche 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 340 KB

Stochastic Control with Exit Time and Co

✍ Rainer Buckdahn; Marc Quincampoix; Catherine Rainer; Aurel Rascanu 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 237 KB