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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Importer (talk | contribs)
Changed an Item
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1810.08495 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Revision as of 03:46, 19 April 2024

scientific article
Language Label Description Also known as
English
Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment
scientific article

    Statements

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