On differentiability of the expectations of functionals of a markov process (Q4018636)
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scientific article; zbMATH DE number 90412
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| English | On differentiability of the expectations of functionals of a markov process |
scientific article; zbMATH DE number 90412 |
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On differentiability of the expectations of functionals of a markov process (English)
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16 January 1993
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pseudo-partial derivative
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processes with independent increments
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0.92392284
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0.90047246
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