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	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：3/0 \| Submit date：2023/05/30 Jump type stochastic differential equations Lévy generators Optimal control problem Viscosity solution