Stochastic targets with mixed diffusion processes and viscosity solutions. (Q2574513): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic targets with mixed diffusion processes and viscosity solutions. |
scientific article |
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Stochastic targets with mixed diffusion processes and viscosity solutions. (English)
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29 November 2005
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stochastic control
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mixed diffusion processes
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viscosity solutions
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super-replication
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mathematical finance and insurance
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