Controlled Stochastic Differential Equations under Poisson Uncertainty and with Unbounded Utility

By Ken Sennewald. 2007

56 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f89c158067b708cac04ccf547feda08adf774962

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Klaus Wälde

In Economics and Econometrics

1. Ken Sennewald
2. Klaus Wälde

In Finance

1. Klaus Wälde
2. Ken Sennewald

Citations in the corpus

• “Itô's Lemma” and the Bellman Equation for Poisson Processes: An Applied View (2006, methodology): “Sennewald (2006) shows implicitly that this property holds also for the more general case with linearly bounded utility and coefficients.”