Q4534560 (Q4534560): Difference between revisions
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Revision as of 23:25, 12 February 2024
scientific article; zbMATH DE number 1751737
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scientific article; zbMATH DE number 1751737 |
Statements
2 December 2002
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Bellman equation
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Burkholder's function
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existence and uniqueness
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optimal average gain
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Bellman's principle
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Itô's formula
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harmonic analysis
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