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Latest revision as of 13:31, 13 June 2024

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Optimal exit probabilities and differential games
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    Optimal exit probabilities and differential games (English)
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    1981
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    optimal exit probabilities
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    optimal stochastic control
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    differential games
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    n-dimensional Brownian motion
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    Ventcel-Freidlin estimates
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    approximations by discretized and penalized games
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