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Verification theorem related to a zero sum stochastic differential game, based on a chain rule for non-smooth functions

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Ciccarella, Carlo, Russo, Francesco
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Optimization and Control Probability
Accesso online:	Acceder al recurso
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