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Terminal Invariance of Jump Diffusions
Authors:Khrustalev  M. M.  Tsarkov  K. A.
Affiliation:1.Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, 117997, Moscow, Russia
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Abstract:Doklady Mathematics - Terminal invariance sufficient conditions for nonlinear dynamical stochastic controllable systems of diffusion-jump type are proposed. These conditions have no analogues in...
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