Terminal Invariance of Jump Diffusions |
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Authors: | Khrustalev M. M. Tsarkov K. A. |
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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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