Stochastic impulse control of non-Markovian processes (Q989967): Difference between revisions

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Latest revision as of 02:29, 3 July 2024

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Stochastic impulse control of non-Markovian processes
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    Stochastic impulse control of non-Markovian processes (English)
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    23 August 2010
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    stochastic impulse control
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    Snell envelope
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    stochastic control
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    backward stochastic differential equations
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    optimal stopping time
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