Viscosity solutions associated with switching game for piecewise-deterministic processes (Q3991734)
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English | Viscosity solutions associated with switching game for piecewise-deterministic processes |
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Viscosity solutions associated with switching game for piecewise-deterministic processes (English)
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28 June 1992
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generalized viscosity solution
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linear system of integro-differential equations
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bilateral implicit obstacles
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switching game
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