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- W2078751837 abstract "In this paper, we employ Malliavin calculus to derive a general stochastic maximum principle for stochastic partial differential equations with jumps under partial information. We apply this result to solve an optimal harvesting problem in the presence of partial information. Another application pertains to portfolio optimization under partial observation." @default.
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- W2078751837 date "2012-03-15" @default.
- W2078751837 modified "2023-09-26" @default.
- W2078751837 title "Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps" @default.
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- W2078751837 doi "https://doi.org/10.1080/17442508.2011.652964" @default.
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