{"paper":{"title":"Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Andrea Cosso (LPMA), S\\'ebastien Choukroun (LPMA)","submitted_at":"2014-05-14T15:30:07Z","abstract_excerpt":"We are interested in stochastic control problems coming from mathematical finance and, in particular, related to model uncertainty, where the uncertainty affects both volatility and intensity. This kind of stochastic control problems is associated to a fully nonlinear integro-partial differential equation, which has the peculiarity that the measure $(\\lambda(a,\\cdot))_a$ characterizing the jump part is not fixed but depends on a parameter $a$ which lives in a compact set $A$ of some Euclidean space $\\R^q$. We do not assume that the family $(\\lambda(a,\\cdot))_a$ is dominated. Moreover, the diff"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1405.3540","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}