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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

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DOI (Published version): 10.1080/07362990802007004

Published in: Stochastic Analysis and Applications
ISSN: 0736-2994 1532-9356
Published: 2008
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URI: https://cronfa.swan.ac.uk/Record/cronfa13454
first_indexed 2013-07-23T12:10:18Z
last_indexed 2018-02-09T04:44:13Z
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spelling 2017-02-22T11:42:57.4474835 v2 13454 2012-12-04 An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes dbd67e30d59b0f32592b15b5705af885 Jiang-lun Wu Jiang-lun Wu true false 2012-12-04 Journal Article Stochastic Analysis and Applications 26 3 471 494 0736-2994 1532-9356 31 12 2008 2008-12-31 10.1080/07362990802007004 COLLEGE NANME COLLEGE CODE Swansea University 2017-02-22T11:42:57.4474835 2012-12-04T11:16:22.4226894 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jonathan Bennett 1 Jiang-lun Wu 2
title An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
spellingShingle An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
Jiang-lun Wu
title_short An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
title_full An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
title_fullStr An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
title_full_unstemmed An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
title_sort An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
author_id_str_mv dbd67e30d59b0f32592b15b5705af885
author_id_fullname_str_mv dbd67e30d59b0f32592b15b5705af885_***_Jiang-lun Wu
author Jiang-lun Wu
author2 Jonathan Bennett
Jiang-lun Wu
format Journal article
container_title Stochastic Analysis and Applications
container_volume 26
container_issue 3
container_start_page 471
publishDate 2008
institution Swansea University
issn 0736-2994
1532-9356
doi_str_mv 10.1080/07362990802007004
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
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published_date 2008-12-31T04:49:04Z
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