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	Stochastic control of SDEs associated with Lévy generators and application to financial optimization 期刊论文 Frontiers of Mathematics in China,2010, 卷号: 5, 期号: 1, 页码: 89-102 作者: Bennett, Jonathan; Wu, Jianglun 收藏 \| 浏览/下载：4/0 \| 提交时间：2023/05/30 Jump type stochastic differential equation Lévy generators Maximum principle Optimal control Portfolio optimization
	An optimal control problem associated with sdes driven by Lévy-type processes 期刊论文 Stochastic Analysis and Applications,2008, 卷号: 26, 期号: 3, 页码: 471-494 作者: Bennett, Jonathan; Wu, Jianglun 收藏 \| 浏览/下载：12/0 \| 提交时间：2023/05/30 Jump type stochastic differential equations Lévy generators Optimal control problem Viscosity solution
	Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization 期刊论文 Frontiers of Mathematics in China,2007, 卷号: 2, 期号: 4, 页码: 539-558 作者: Bennett, Jonathan; Wu, Jianglun 收藏 \| 浏览/下载：10/0 \| 提交时间：2023/05/30 Jump-type stochastic differential equations Polar decomposition of Lévy measures Portfolio optimization Stable-like processes