Jump-diffusions with controlled jumps: Existence and numerical methods

Journal of Mathematical Analysis and Applications

Volumn 249, Issue 1, 2000, Pages 179-198

  Kushner, Harold J ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034259835     PISSN: 0022247X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmaa.2000.6936     Document Type: Article

References (18)

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