Stochastic Perron for stochastic target problems (Q328468)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Perron for stochastic target problems |
scientific article |
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Stochastic Perron for stochastic target problems (English)
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20 October 2016
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stochastic target problems
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stochastic Perron's method
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jump diffusion processes
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viscosity solutions
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unbounded controls
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