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Publications
Applied Stochastic Control of Jump Diffusions
Home
Publications
Applied Stochastic Control of Jump Diffusions
Applied Stochastic Control of Jump Diffusions
Authors:
BØ
Bernt Øksendal
Bernt Øksendal
AS
Agnès Sulem
Agnès Sulem
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1 January 2007
book
Published by
Springer Nature
DOI:
10.1007/978-3-540-69826-5
Abstract
No abstract available
Keywords
LÉVY PROCESS
LÉVY PROCESSES
STOCHASTIC CALCULUS
IMPULSE CONTROL
JUMP DIFFUSION
JUMP DIFFUSIONS
LINEAR OPTIMIZATION
MEASURE THEORY
STOCHASTIC CONTROL
Cited
Cited by 534 articles
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