scientific article; zbMATH DE number 6401357
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Publication:5499397
zbMath1313.60116MaRDI QIDQ5499397
Qingxin Meng, Fu Zhang, Mao-ning Tang
Publication date: 11 February 2015
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lévy processesstochastic controlstochastic maximum principleforward-backward stochastic differential equationsTeugels martingales
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Least squares and related methods for stochastic control systems (93E24) Optimal stochastic control (93E20)
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