scientific article; zbMATH DE number 5487957
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Publication:5502679
zbMath1192.60079MaRDI QIDQ5502679
Publication date: 8 January 2009
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Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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