An Analysis of Monotone Follower Problems for Diffusion Processes (Q3168970): Difference between revisions

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Latest revision as of 14:31, 19 April 2024

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An Analysis of Monotone Follower Problems for Diffusion Processes
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    An Analysis of Monotone Follower Problems for Diffusion Processes (English)
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    27 April 2011
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    singular stochastic control
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    monotone follower problem
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    one-dimensional diffusions
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