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Revision as of 14:53, 14 February 2024

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Stochastic Control of One-Dimensional Diffusions Whose Generators Have Discontinuous Coefficients
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    Stochastic Control of One-Dimensional Diffusions Whose Generators Have Discontinuous Coefficients (English)
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    1985
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    one-dimensional controlled diffusion processes
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    non-smooth coefficient
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    pay-off function
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