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Yu-Xin Ye

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Preprint Sep 2026

Stochastic Optimal Control Problem under Inside Information

This paper is concerned with a stochastic optimal control problem under inside information. The control process depends on an $\mathcal{F}_{T_0}$-measurable random variable $Y$, representing the static inside information, and is adapted to the enlarged filtration generated by the underlying Brownian motion and the rand...

Yu-Xin Ye, Jing-Tao Shi · 0 citations

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