On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On singular stochastic control and optimal stopping of spectrally negative jump diffusions |
scientific article |
Statements
On singular stochastic control and optimal stopping of spectrally negative jump diffusions (English)
0 references
3 March 2009
0 references
jump diffusion
0 references
optimal stopping
0 references
singular control
0 references
variational inequalities
0 references
