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Dynamical properties of piecewise-smooth stochastic models
Dynamical properties of piecewise-smooth stochastic models
2014
Yaming Chen
Keywords:
Piecewise
Mathematical optimization
Local time
Stochastic optimization
Stochastic calculus
Stochastic differential equation
Continuous-time stochastic process
Stochastic modelling
Mathematics
Geometric Brownian motion
Applied mathematics
Stochastic partial differential equation
First-hitting-time model
Correction
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