On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253): Difference between revisions

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Latest revision as of 02:28, 29 June 2024

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On singular stochastic control and optimal stopping of spectrally negative jump diffusions
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    On singular stochastic control and optimal stopping of spectrally negative jump diffusions (English)
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    3 March 2009
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    jump diffusion
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    optimal stopping
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    singular control
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    variational inequalities
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