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Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation
Bonnans, J. Frédéric, Zidani, HousnaaVolume:
41
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.1137/s0036142901387336
Date:
January, 2003
File:
PDF, 173 KB
english, 2003