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BSDEs driven by time-changed Lévy noises and optimal control - MaRDI portal

BSDEs driven by time-changed Lévy noises and optimal control (Q2436795)

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BSDEs driven by time-changed Lévy noises and optimal control
scientific article

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    title
    BSDEs driven by time-changed Lévy noises and optimal control (English)
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    author
    Giulia Di Nunno
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    Steffen Sjursen
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    publication date
    26 February 2014
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    zbMATH DE Number
    6261896
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    zbMATH Keywords
    BSDE
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    time-change
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    maximum principle
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    doubly stochastic Poisson process
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    conditionally independent increments
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    OpenAlex ID
    W2058818786
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    arXiv ID
    1312.5120
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    cites work
    Q3397482
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    Q4197145
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    Q4778955
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    Q4842684
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    Q2787551
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    Q3997782
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    Q4720289
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    Q5436621
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