Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (Q2240480): Difference between revisions

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Revision as of 03:46, 19 April 2024

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Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment
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    Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (English)
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    4 November 2021
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    irreversible investment with inventory risk
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    Làdlàg controls
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    Meyer-\( \sigma \)-fields
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    stochastic control
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