On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782): Difference between revisions

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Latest revision as of 11:14, 30 July 2024

scientific article; zbMATH DE number 6943358
Language Label Description Also known as
English
On a Class of Path-Dependent Singular Stochastic Control Problems
scientific article; zbMATH DE number 6943358

    Statements

    On a Class of Path-Dependent Singular Stochastic Control Problems (English)
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    25 September 2018
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    singular control
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    constrained BSDEs
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    path-dependent PDEs
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    viscosity solutions
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    transaction costs
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    regularity
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