Strong diffusion approximation in averaging and value computation in Dynkin's games (Q6126100): Difference between revisions
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scientific article; zbMATH DE number 7829139
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English | Strong diffusion approximation in averaging and value computation in Dynkin's games |
scientific article; zbMATH DE number 7829139 |
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Strong diffusion approximation in averaging and value computation in Dynkin's games (English)
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9 April 2024
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averaging
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diffusion approximation
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\(\phi\)-mixing
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Dynkin game
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