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Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bonaccorsi, Stefano, Confortola, Fulvia
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Probability 60H20, 93E20
Online Access:	Acceder al recurso
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