We prove an anticipative sufficient stochastic minimum principle in a jump process setup with initially enlarged filtrations. We apply the result to several portfolio selection problems like mean a...

中文翻译：

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放大过滤下的预期随机最小原理

我们在初始放大过滤的跳跃过程设置中证明了预期的充分随机最小原理。我们将结果应用于几个投资组合选择问题，例如均值...