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scientific article; zbMATH DE number 5190454
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| English | No label defined |
scientific article; zbMATH DE number 5190454 |
Statements
12 September 2007
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integro-partial differential equation
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viscosity solution
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stability
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error estimate
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stochastic optimal control
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Lévy process
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Bellman equation
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implicit finite difference-quadrature scheme
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0.88928986
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0.8888289
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0.8866188
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0.8796106
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0.8779955
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