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Latest revision as of 18:15, 17 June 2024

scientific article; zbMATH DE number 3996767
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English
Singular stochastic control and optimal stopping
scientific article; zbMATH DE number 3996767

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    Singular stochastic control and optimal stopping (English)
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    1987
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    controlling a Brownian motion
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    optimal stopping for Brownian motion
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    reflected and non-reflected control problems
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    Tanaka-Meyer formula for semimartingales
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