Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process (Q2418705)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process |
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Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process (English)
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28 May 2019
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impulsively controlled diffusion process
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Kolmogorov's forward equation
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stochastic impulse control problem
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