On the Impulse Control of Jump Diffusions (Q2848600): Difference between revisions

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Revision as of 08:47, 5 March 2024

scientific article
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On the Impulse Control of Jump Diffusions
scientific article

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    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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