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The exact internal and boundary controllability of parabolic equations with superlinear nonlinearity is studied.
This paper concerns the filtering of an R
-valued Markov pure jump process when only the total number of jumps are observed. Strong and weak uniqueness for the solutions of the filtering equations are discussed.
This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one...
) be a pure jump Markov process, where X
takes values in \bf R and Y
is a counting process. We compare the filter of this system and a filter of a suitably modified system. We compute an explicit bound for the distance in the so-called bounded Lipschitz metric...
We give a characterization of the existence of bounded solutions for Hamilton—Jacobi equations in ergodic control problems with state-constraint. This result is applied to the reexamination of the counterexample given in  concerning the existence of solutions for ergodic control problems in...
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