Reflecting Ito Processes in a Stochastic Control Problem (Q4022030)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflecting Ito Processes in a Stochastic Control Problem |
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Reflecting Ito Processes in a Stochastic Control Problem (English)
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17 January 1993
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Itô process with reflection
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local time
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stochastic control problem
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reflecting diffusion
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