On the Impulse Control of Jump Diffusions (Q2848600): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Impulse Control of Jump Diffusions |
scientific article |
Statements
On the Impulse Control of Jump Diffusions (English)
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26 September 2013
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controlled jump-diffusion
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distributional solution
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impulse control problem
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regularity
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quasi-variational inequality
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