A time-changed stochastic control problem and its maximum principle theory
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Publication:5029380
DOI10.37190/0208-4147.41.2.1zbMath1485.93637arXiv1905.11921OpenAlexW3209080516MaRDI QIDQ5029380
Publication date: 14 February 2022
Published in: Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.11921
Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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Cites Work
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