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Generalized semiconcavity of the value function of a jump diffusion optimal control problem
Feleqi, ErmalVolume:
22
Language:
english
Journal:
Nonlinear Differential Equations and Applications NoDEA
DOI:
10.1007/s00030-014-0304-z
Date:
August, 2015
File:
PDF, 501 KB
english, 2015