On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On singular stochastic control and optimal stopping of spectrally negative jump diffusions |
scientific article |
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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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