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Diffusion and Jump-Diffusion Processes

openaire   +1 more source

On the approximation of controlled jump diffusion processes

2005
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LQG homing for jump-diffusion processes

2014
openaire   +3 more sources
jump processes
diffusion processes
fos: mathematics
mathematics
jump-diffusion
8. economic growth
probability math.pr
stochastic differential equations
mathematics - probability
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