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The Schrödinger Bridge Problem for Jump Diffusions with Regime Switching

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zlotchevski, Andrei, Chen, Linan
Format:	Preprint
Published:	2025
Subjects:	Probability Optimization and Control 35Q93, 45K05, 49J20, 60H10, 60H30, 60J25, 93E20, 94A17
Online Access:	Acceder al recurso
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