Q3592246 (Q3592246): Difference between revisions
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Revision as of 11:07, 11 February 2024
scientific article
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| English | No label defined |
scientific article |
Statements
12 September 2007
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integro-partial differential equation
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viscosity solution
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stability
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error estimate
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stochastic optimal control
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Lévy process
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Bellman equation
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implicit finite difference-quadrature scheme
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