Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes (Q2999423)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes |
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Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes (English)
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13 May 2011
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stochastic control
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viscosity solutions
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jump-diffusion processes
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stable processes
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