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A note on weak viability for controlled diffusion
Mazliak, Laurent
- In:
Statistics & Probability Letters
49
(
2000
)
4
,
pp. 331-336
In this paper, we study a weak notion of viability for a controlled diffusion. Under a tangential hypothesis, we prove that the weak viability property is satisfied.
Persistent link: https://www.econbiz.de/10005138112
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