scientific article; zbMATH DE number 7805285

MaRDI QIDQ6154368

Paolo Di Tella, Elena Bandini, Fulvia Confortola

Publication date: 15 February 2024

Full work available at URL: https://alea.impa.br/articles/v21/21-05.pdf

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zbMATH Keywords

stochastic optimal controlmarked point processesBSDEsprogressive enlargement of filtrationcompensators

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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