Q5424096 (Q5424096): Difference between revisions
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Revision as of 03:03, 21 February 2024
scientific article; zbMATH DE number 5207903
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scientific article; zbMATH DE number 5207903 |
Statements
2 November 2007
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stochastic differential equation
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stochastic control
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Poisson process
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jump-diffusion
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Wiener process
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Monte Carlo method
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stochastic simulations
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