Journal article 955 views
An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
Jonathan Bennett,
Jiang-lun Wu 
Stochastic Analysis and Applications, Volume: 26, Issue: 3, Pages: 471 - 494
Swansea University Author:
Jiang-lun Wu
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1080/07362990802007004
Abstract
An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
| Published in: | Stochastic Analysis and Applications |
|---|---|
| ISSN: | 0736-2994 1532-9356 |
| Published: |
2008
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa13454 |
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| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
3 |
| Start Page: |
471 |
| End Page: |
494 |