Browse/Search Results: 1-3 of 3

Selected(0)Clear Items/Page: Sort:
	Stochastic control of SDEs associated with Lévy generators and application to financial optimization Journal article Frontiers of Mathematics in China,2010, volume: 5, issue: 1, pages: 89-102 Authors: Bennett, Jonathan; Wu, Jianglun Favorite \| View/Download：1/0 \| Submit date：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 Journal article Stochastic Analysis and Applications,2008, volume: 26, issue: 3, pages: 471-494 Authors: Bennett, Jonathan; Wu, Jianglun Favorite \| View/Download：2/0 \| Submit date：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 Journal article Frontiers of Mathematics in China,2007, volume: 2, issue: 4, pages: 539-558 Authors: Bennett, Jonathan; Wu, Jianglun Favorite \| View/Download：1/0 \| Submit date：2023/05/30 Jump-type stochastic differential equations Polar decomposition of Lévy measures Portfolio optimization Stable-like processes