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A finite horizon linear quadratic optimal stochastic control problem driven by both Brownian motion and Lévy processes - MaRDI portal

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A finite horizon linear quadratic optimal stochastic control problem driven by both Brownian motion and Lévy processes

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Publication:3306295

DOI10.3969/J.ISSN.1001-4268.2019.03.005zbMATH Open1449.49018MaRDI QIDQ3306295

Author name not available (Why is that?)

Publication date: 12 August 2020





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