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MR2005192
(2004i:49061)
49M25
(49L25 65N06 93E20)
Bonnans, J. Frédéric; Zidani, Housnaa Consistency of generalized finite difference schemes for the stochastic HJB equation. SIAM J. Numer. Anal. 41 (2003), no. 3, 1008--1021 (electronic). |
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