Verification by Stochastic Perron's Method in stochastic...

Verification by Stochastic Perron's Method in stochastic exit time control problems

Rokhlin, Dmitry B.
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Volume:
419
Language:
english
Journal:
Journal of Mathematical Analysis and Applications
DOI:
10.1016/j.jmaa.2014.04.062
Date:
November, 2014
File:
PDF, 745 KB
english, 2014
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