Finite Difference Approximations for Stochastic Control Systems with Delay (Q3506296)

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Finite Difference Approximations for Stochastic Control Systems with Delay
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    Finite Difference Approximations for Stochastic Control Systems with Delay (English)
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    12 June 2008
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    finite difference approximation
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    stochastic control
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    stochastic functional differential equations
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    viscosity solutions
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