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Volume 10, Issue 1 (2022), Pages [1] - [114]
INVERSE PROBLEM FOR STOCHASTIC SYSTEMS AND OPTIMAL CHOICE OF VECTOR FIELDS CONTROLLING DRIFT, DIFFUSION AND JUMP PROCESSES
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DOI: https://doi.org/10.1142/6262
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DOI: https://doi.org/10.1016/j.proeng.2012.06.035
[4] S. R. Straja, Stochastic Modeling of Stock Prices, Montgomery Investment Technology, Inc.
[5] S. Willard, General Topology, Addison-Wesley Publishing Company, Inc., 1970.
[6] N. U. Ahmed, Inverse problem for nonlinear stochastic systems and necessary conditions for optimal choice of drift and diffusion vector fields, Discussiones Mathematicae: Differential Inclusions, Control and Optimization 42(1) (2022), 79-80.