Impulse Control of Multidimensional Jump Diffusions (Q3083266)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse Control of Multidimensional Jump Diffusions |
scientific article |
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Impulse Control of Multidimensional Jump Diffusions (English)
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21 March 2011
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controlled jump-diffusion
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viscosity solution
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quasi-variational inequality
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regularity
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