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scientific article
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scientific article

    Statements

    author
    Paolo Dai Pra
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    Michele Pavon
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    publication date
    1990
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    zbMATH Keywords
    stochastic control
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    Feynman-Kac formula
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    Girsanov transformation
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    Identifiers

    Mathematics Subject Classification ID
    60H25
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    93E20
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    60J70
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    zbMATH DE Number
    4199193
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