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person:"Platen, Eckhard"
~person:"Cai, Yongyang"
~person:"Pauly, D."
~person:"Sennewald, Ken"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
Sennewald, Ken
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1106-1131
Persistent link: https://www.econbiz.de/10003443356
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2
"Itô's Lemma" and the Bellman equation of poisson processes : an applied view
Sennewald, Ken
;
Wälde, Klaus
- In:
Journal of economics
89
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003389556
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