Pages that link to "Item:Q2266834"
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The following pages link to Stochastic control of SDEs associated with Lévy generators and application to financial optimization (Q2266834):
Displaying 3 items.
- Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (Q1689707) (← links)
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)
- Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading (Q3631197) (← links)