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- Stochastic differential equation, martingale measure, stochastic control, relaxed control, control rule, optimal rule, martingale, Brownian motion. 1
- Stochastic differential equation; Optimal control; Maximum principle; Partial information; Lévy processes; Teugels martingale 1
- Stochastic differential equation; Optimal control; Maximum principle; Partial information; Lévy processes; Teugels martingale. 1
- stochastic differential equation; optimal control; stochastic maximum principle;degenerate diffusion. 1
- Stochastic differential equation; Stochastic control; Maximum principle; Singular control; Distributional derivative; Adjoint process; Variational principle. 1
- Stochastic differential equations 1
- Stochastic maximum principle 2
- stochastic maximum principle, dynamic programming principle, singular control 1
- Stochastic maximum principle, fractional Brownian motion, Malliavin derivative, risksensitive, variational equality, 1
- Stochastic Maximum Principle, time inconsistency, LQ control problem, equilibrium control, variational inequality, investment-consumption and reinsurance problem, Merton portfolio problem, non-exponential discounting 1
- stochastic maximum principle; dynamic programming principle; singular control. 1
- Stochastic maximum principle; Rademacher’s Theorem 1
- Stochastic systems with jumps 1
- Stochastique 1
- stochastique 1
- stock d’eau 1
- stock exchange 1
- stock market, economic growth, ARDL model, Saudi Arabia. 1
- stockage d'énergie thermique, 1
- stockage thermique 1