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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
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Submit date：2023/05/30
Jump-type stochastic differential equations
Polar decomposition of Lévy measures
Portfolio optimization
Stable-like processes
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