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Characterization of optimal feedback for stochastic linear quadratic control problems
On the compensator of the default process in an information-based model
1 Numerix, Milano, Italy; |
2 Université de Bretagne Occidentale, Brest, France; |
3 School of Mathematics, Shandong University, Jinan, Shandong Province, People's Republic of China; |
4 Friedrich-Schiller-Universität, Fakultät fär Mathematik und Informatik, Institut fär Stochastik, Jena, Germany |
References:
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