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Bounded Variation Control of Itô Diffusions With Exogenously Restricted Intervention Times

Advances in Applied Probability - United Kingdom
doi 10.1017/s0001867800006959
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Abstract

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Categories
Applied MathematicsStatisticsProbability
Date

March 1, 2014

Authors
Jukka Lempa
Publisher

Cambridge University Press (CUP)


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