Mimicking and Conditional Control with Hard Killing

MaRDI QIDQ6744765arXivFDO

Authors René Carmona, Daniel Lacker

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Optimal stochastic control (93E20)

arXiv classification

math.PR

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