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Academic Journal
Authors: Bentahar, Imen1 imen@ceremade.dauphine.fr, Bouchard, Bruno2 bouchard@ccr.jussieu.fr
Superior Title: SIAM Journal on Control & Optimization. 2006, Vol. 45 Issue 5, p1846-1874. 29p. 1 Graph.
Subject Terms: *CONSTRAINTS (Physics), *HEDGING (Finance), *VECTOR analysis, *WIENER processes, *NUMERICAL analysis, *PARABOLIC differential equations, *DIRICHLET forms