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Applied Stochastic Control of Jump Diffusions

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Attention for Chapter 12: Viscosity Solutions
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Chapter title
Viscosity Solutions
Chapter number 12
Book title
Applied Stochastic Control of Jump Diffusions
Published by
Springer, Cham, January 2019
DOI 10.1007/978-3-030-02781-0_12
Book ISBNs
978-3-03-002779-7, 978-3-03-002781-0
Authors

Bernt Øksendal, Agnès Sulem