Solution of a two-dimensional stochastic investment problem (Q1294193): Difference between revisions

@@ Property / author @@
-Stephen E. Onah
@@ Property / author: Stephen E. Onah / rank @@
-Normal rank
@@ Property / author @@
+Stephen E. Onah
@@ Property / author: Stephen E. Onah / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q4035103
@@ Property / cites work: Q4035103 / rank @@
+Normal rank
@@ Property / cites work @@
+A Class of Solvable Stochastic Investment Problems Involving Singular Controls
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications
+Normal rank
@@ Property / cites work @@
+Linear and quasilinear elliptic equations
@@ Property / cites work: Linear and quasilinear elliptic equations / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0096-3003(97)10155-2
+Normal rank
@@ Property / OpenAlex ID @@
+W2023790393
@@ Property / OpenAlex ID: W2023790393 / rank @@
+Normal rank