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Stochastic Control with Exit Time and Constraints, Application to Small Time Attainability of Sets
Rainer Buckdahn, Marc Quincampoix, Catherine Rainer, Aurel RascanuVolume:
49
Language:
english
Pages:
14
Journal:
Applied Mathematics and Optimization
DOI:
10.1007/s00245-003-0789-z
Date:
March, 2004
File:
PDF, 237 KB
english, 2004