✦ LIBER ✦

Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes

✍ Scribed by Huaibin Tang; Zhen Wu

Publisher: Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year: 2009
Tongue: English
Weight: 213 KB
Volume: 22
Category: Article
ISSN: 1009-6124
DOI: 10.1007/s11424-009-9151-0

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