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Publication:3704699
zbMath0582.60077MaRDI QIDQ3704699
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
decomposition methodsstochastic control problemrepresentation of martingalesnonanticipative control functions
Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
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