Approximations for functionals and optimal control problems on jump diffusion processes (Q1247291): Difference between revisions

@@ Property / author @@
-Harold J. Kushner
@@ Property / author: Harold J. Kushner / rank @@
-Normal rank
@@ Property / author @@
-Giovanni B. Di Masi
@@ Property / author: Giovanni B. Di Masi / rank @@
-Normal rank
@@ Property / author @@
+Harold J. Kushner
@@ Property / author: Harold J. Kushner / rank @@
+Normal rank
@@ Property / author @@
+Giovanni B. Di Masi
@@ Property / author: Giovanni B. Di Masi / rank @@
+Normal rank
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+MaRDI publication profile
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+Q5556832
@@ Property / cites work: Q5556832 / rank @@
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@@ Property / cites work @@
+A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic Equations
+Normal rank
@@ Property / cites work @@
+Probability methods for approximations in stochastic control and for elliptic equations
+Normal rank
@@ Property / cites work @@
+Probability methods for the convergence of finite difference approximations to partial differential-integral equations. II
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@@ Property / cites work @@
+Q3866823
@@ Property / cites work: Q3866823 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank