| dc.date.accessioned | 2013-03-12T08:18:48Z | |
| dc.date.available | 2013-03-12T08:18:48Z | |
| dc.date.issued | 2012 | en_US |
| dc.date.submitted | 2012-05-14 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10433 | |
| dc.description.abstract | We prove maximum principles for the problem of optimal control for a jump diffusion with infinite horizon and partial information. The results are applied to partial information optimal consumption and portfolio problems in infinite horizon. | eng |
| dc.language.iso | eng | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.rights | © The Author(s) (2012). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | Maximum principles for jump diffusion processes with infinite horizon | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2012-05-14 | en_US |
| dc.rights.holder | Copyright 2012 The Author(s) | |
| dc.creator.author | Haadem, Sven | en_US |
| dc.creator.author | Øksendal, Bernt | en_US |
| dc.creator.author | Proske, Frank | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.cristin | 923946 | en_US |
| dc.identifier.urn | URN:NBN:no-30953 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 161189 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10433/1/pure-math-03-12.pdf | |