Approximations for functionals and optimal control problems on jump diffusion processes
- 1 May 1978
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 63 (3) , 772-800
- https://doi.org/10.1016/0022-247x(78)90072-0
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic EquationsSIAM Review, 1976
- Probability methods for the convergence of finite difference approximation to partial differential-integral equations. IIJournal of Mathematical Analysis and Applications, 1974