Optimal stopping of expected profit and cost yields in an investment under uncertainty (Q3108371): Difference between revisions

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-Marie-Amélie Morlais
@@ Property / author: Marie-Amélie Morlais / rank @@
-Normal rank
@@ Property / author @@
+Marie-Amélie Morlais
@@ Property / author: Marie-Amélie Morlais / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2124958149
@@ Property / OpenAlex ID: W2124958149 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3289
@@ Property / arXiv ID: 1001.3289 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Some applications of impulse control in mathematical finance
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
+Normal rank