Mean stochastic comparison of diffusions (Q3322949): Difference between revisions

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Latest revision as of 12:39, 14 June 2024

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Mean stochastic comparison of diffusions
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    Mean stochastic comparison of diffusions (English)
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    1985
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    comparison theorems
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    stochastic differential equations
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    Lyapunov functions
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    stochastic domination
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    local time
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    optimal control
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    stochastic control
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    two parameter processes
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