On the Poisson equation for piecewise-deterministic Markov processes (2003)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1137/s0363012901393523
- Assunto: PROCESSOS ESTOCÁSTICOS
- Language: Inglês
- Imprenta:
- Publisher place: Philadelphia
- Date published: 2003
- Source:
- Título: SIAM Journal of Control Optimization
- ISSN: 0036-1402
- Volume/Número/Paginação/Ano: v. 42, n. 3. p. 985-1001, 2003
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, François. On the Poisson equation for piecewise-deterministic Markov processes. SIAM Journal of Control Optimization, v. 42, n. 3. p. 985-1001, 2003Tradução . . Disponível em: https://doi.org/10.1137/s0363012901393523. Acesso em: 19 fev. 2026. -
APA
Costa, O. L. do V., & Dufour, F. (2003). On the Poisson equation for piecewise-deterministic Markov processes. SIAM Journal of Control Optimization, 42( 3. p. 985-1001). doi:10.1137/s0363012901393523 -
NLM
Costa OL do V, Dufour F. On the Poisson equation for piecewise-deterministic Markov processes [Internet]. SIAM Journal of Control Optimization. 2003 ; 42( 3. p. 985-1001):[citado 2026 fev. 19 ] Available from: https://doi.org/10.1137/s0363012901393523 -
Vancouver
Costa OL do V, Dufour F. On the Poisson equation for piecewise-deterministic Markov processes [Internet]. SIAM Journal of Control Optimization. 2003 ; 42( 3. p. 985-1001):[citado 2026 fev. 19 ] Available from: https://doi.org/10.1137/s0363012901393523 - Sampled control for mean-variance hedging in a jump diffusion financial market
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Informações sobre o DOI: 10.1137/s0363012901393523 (Fonte: oaDOI API)
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