MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS (Q5414168)
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scientific article; zbMATH DE number 6291622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS |
scientific article; zbMATH DE number 6291622 |
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MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS (English)
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2 May 2014
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controlled diffusion
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jump proces
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mimicking theorem
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cost criterion
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marginal distributions
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