A note on the controllability of jump diffusions with linear coefficients (Q3144865)
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scientific article; zbMATH DE number 6114764
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| default for all languages | No label defined |
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| English | A note on the controllability of jump diffusions with linear coefficients |
scientific article; zbMATH DE number 6114764 |
Statements
A note on the controllability of jump diffusions with linear coefficients (English)
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10 December 2012
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controllability
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stochastic differential equation
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jump diffusion
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Riccati equation
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0.91227388381958
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0.8073753714561462
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0.8044823408126831
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