"Stochastic Target Problems with Controlled Loss in Jump Diffusion Models."

Ludovic Moreau (2011)

> Home

Details and statistics

DOI: 10.1137/100802268

access: closed

type: Journal Article

metadata version: 2020-07-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamco/Moreau11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamco/Moreau11
Ludovic Moreau:
Stochastic Target Problems with Controlled Loss in Jump Diffusion Models. SIAM J. Control. Optim. 49(6): 2577-2607 (2011)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.