The maximum principle for stochastic control problem with jumps in progressive structure (Q6086128)
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scientific article; zbMATH DE number 7763152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for stochastic control problem with jumps in progressive structure |
scientific article; zbMATH DE number 7763152 |
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The maximum principle for stochastic control problem with jumps in progressive structure (English)
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9 November 2023
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progressive structure
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random jumps
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maximum principle
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