Risk-sensitive control for a class of diffusions with jumps (Q2108886)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive control for a class of diffusions with jumps |
scientific article |
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Risk-sensitive control for a class of diffusions with jumps (English)
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20 December 2022
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exit rates
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principal eigenvalue
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semilinear integro-differential equations
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stochastic representation
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