On the Continuity of Stochastic Exit Time Control Problems (Q3081438)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Continuity of Stochastic Exit Time Control Problems |
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On the Continuity of Stochastic Exit Time Control Problems (English)
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8 March 2011
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continuity of the value function
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degenerate diffusions
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exit time control
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the Cauchy problem on bounded domains
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viscosity solutions
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