Some solvable stochastic control problems in noncompact symmetric spaces of rank one (Q3352229)
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scientific article; zbMATH DE number 4203412
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| English | Some solvable stochastic control problems in noncompact symmetric spaces of rank one |
scientific article; zbMATH DE number 4203412 |
Statements
Some solvable stochastic control problems in noncompact symmetric spaces of rank one (English)
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1991
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dynamic programming
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Bessel process
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stochastic control problems
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diffusion processes in noncompact symmetric spaces
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