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scientific article; zbMATH DE number 2124221
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scientific article; zbMATH DE number 2124221

    Statements

    publication date
    3 January 2005
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    zbMATH Keywords
    Brownian motion
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    Markov process
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    stochastic control
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    filtering
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    finance
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    oscillating coefficients
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    Identifiers

    Mathematics Subject Classification ID
    35R60
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    35D05
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    49L25
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    zbMATH DE Number
    2124221
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