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Property / DOI: 10.1007/s00245-021-09779-3 / rank
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Property / full work available at URL: https://doi.org/10.1007/s00245-021-09779-3 / rank
 
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Latest revision as of 15:22, 17 December 2024

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Singular control of the drift of a Brownian system
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    Singular control of the drift of a Brownian system (English)
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    2 November 2021
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    singular stochastic control
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    Dynkin game
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    viscosity solution
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    free boundary
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    smooth-fit
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    Brownian motion
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    ordinary differential equation
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