scientific article; zbMATH DE number 7112810
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Publication:5195914
DOI10.13548/J.SXZZ.20180910.008zbMATH Open1438.60074MaRDI QIDQ5195914
Publication date: 2 October 2019
Title of this publication is not available (Why is that?)
backward stochastic differential equationrisk sensitive controltransformation of measurestochastic differential equation with jump
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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