Optimal solutions to stochastic differential inclusions (Q4790115)
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scientific article; zbMATH DE number 1860383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal solutions to stochastic differential inclusions |
scientific article; zbMATH DE number 1860383 |
Statements
Optimal solutions to stochastic differential inclusions (English)
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28 January 2003
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Stochastic differential inclusion
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local martingale problem
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optimal weak solutions
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existence theorem
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extremal problem
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