On the Continuity of Stochastic Exit Time Control Problems (Q3081438): Difference between revisions

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Latest revision as of 20:47, 3 July 2024

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On the Continuity of Stochastic Exit Time Control Problems
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    On the Continuity of Stochastic Exit Time Control Problems (English)
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    8 March 2011
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    continuity of the value function
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    degenerate diffusions
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    exit time control
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    the Cauchy problem on bounded domains
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    viscosity solutions
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