Stochastic control by measure transformation: A general existence result (Q1149937)
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scientific article; zbMATH DE number 3711876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control by measure transformation: A general existence result |
scientific article; zbMATH DE number 3711876 |
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Stochastic control by measure transformation: A general existence result (English)
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1980
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semimartingale
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martingale
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