Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon (Q2848602)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon |
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Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon (English)
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26 September 2013
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stochastic impulse control
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viscosity solution
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parabolic differential equation
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