Optimal control problem associated with jump-diffusion processes and optimal stopping (調和解析学と非線形偏微分方程式--RIMS研究集会報告集)
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- Malliavin calculus applied to mathematical finance and a new formulation of the integration-by-parts (The 8th Workshop on Stochastic Numerics)
- Optimal control problem associated with jump-diffusion processes and optimal stopping (調和解析学と非線形偏微分方程式--RIMS研究集会報告集)